+36.7%
LIN vs BRO
+0.9%
+35.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.3% |
| 7D | +2.1% | -0.3% | +2.4% | +2.1% |
| 30D | +6.8% | +11.3% | -4.5% | +4.2% |
| 3M | +10.4% | +0.7% | +9.7% | +10.1% |
| 6M | +3.2% | +32.9% | -29.8% | -3.6% |
| YTD | +24.6% | -8.8% | +33.4% | +28.0% |
| 1Y | +24.4% | -9.2% | +33.6% | +27.9% |
| 3Y | +36.7% | +0.1% | +36.7% | +38.6% |
| All | +36.7% | +0.9% | +35.9% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling