-1.0%
LIN vs BRO
-27.9%
+26.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -4.3% | -8.6% | +4.3% | -3.0% |
| 30D | -5.6% | -6.9% | +1.4% | -4.6% |
| 3M | -9.0% | +10.5% | -19.5% | -10.0% |
| 6M | -2.5% | -2.8% | +0.3% | -1.3% |
| YTD | +9.3% | -16.1% | +25.5% | +14.2% |
| 1Y | -1.0% | -27.6% | +26.6% | +6.3% |
| All | -1.0% | -27.9% | +26.8% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling