+359.5%
LIN vs BRO
+295.1%
+64.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | -4.3% | -8.6% | +4.3% | -0.1% |
| 30D | -5.6% | -6.9% | +1.4% | -2.4% |
| 3M | -9.0% | +10.5% | -19.5% | -14.0% |
| 6M | -2.5% | -2.8% | +0.3% | -2.5% |
| YTD | +9.3% | -16.1% | +25.5% | +17.2% |
| 1Y | -1.0% | -27.6% | +26.6% | +14.2% |
| 3Y | +24.0% | -7.3% | +31.3% | +20.9% |
| 5Y | +59.1% | +19.0% | +40.1% | +28.8% |
| All | +359.5% | +295.1% | +64.4% | +104.1% |
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