+24.4%
LIN vs BROS
-37.3%
+61.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.5% | -5.8% | +0.7% |
| 7D | +2.1% | +6.3% | -4.2% | +2.1% |
| 30D | +6.8% | -8.3% | +15.1% | +6.8% |
| 3M | +10.4% | -29.8% | +40.2% | +9.9% |
| 6M | +3.2% | -25.8% | +29.0% | +3.5% |
| YTD | +24.6% | -41.4% | +65.9% | +26.3% |
| 1Y | +24.4% | -35.2% | +59.6% | +23.6% |
| All | +24.4% | -37.3% | +61.7% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling