+77.5%
LIN vs BROS
+8.6%
+68.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.4% |
| 7D | +2.0% | -19.0% | +21.0% | +3.2% |
| 30D | +7.9% | -7.3% | +15.1% | +8.1% |
| 3M | +6.3% | -31.2% | +37.5% | +8.5% |
| 6M | +6.5% | -33.0% | +39.5% | +8.5% |
| YTD | +23.6% | -42.4% | +65.9% | +26.8% |
| 1Y | +25.7% | -37.7% | +63.5% | +28.1% |
| 3Y | +35.6% | +28.2% | +7.4% | +27.4% |
| 5Y | +65.9% | -43.4% | +109.2% | +59.3% |
| All | +77.5% | +8.6% | +68.9% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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