+431.5%
LIN vs BRO
+297.2%
+134.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.2% |
| 7D | +2.1% | -0.3% | +2.4% | +2.2% |
| 30D | +6.8% | +11.3% | -4.5% | +1.1% |
| 3M | +10.4% | +0.7% | +9.7% | +9.2% |
| 6M | +3.2% | +32.9% | -29.8% | -11.7% |
| YTD | +24.6% | -8.8% | +33.4% | +27.6% |
| 1Y | +24.4% | -9.2% | +33.6% | +27.6% |
| 3Y | +36.7% | +0.1% | +36.7% | +28.0% |
| 5Y | +67.0% | +15.6% | +51.4% | +39.2% |
| All | +431.5% | +297.2% | +134.2% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling