+77.0%
LIN vs BROS
+10.8%
+66.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.6% | -5.6% | +0.6% |
| 7D | +0.1% | -17.9% | +18.0% | +1.2% |
| 30D | +7.6% | -5.4% | +12.9% | +7.7% |
| 3M | +6.5% | -32.1% | +38.6% | +8.9% |
| 6M | +6.2% | -31.7% | +37.9% | +8.1% |
| YTD | +23.2% | -41.2% | +64.4% | +26.3% |
| 1Y | +25.4% | -32.6% | +58.0% | +27.1% |
| 3Y | +38.3% | +32.7% | +5.6% | +29.6% |
| 5Y | +64.4% | -44.2% | +108.7% | +57.8% |
| All | +77.0% | +10.8% | +66.2% | +68.2% |
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