+37.8%
LIN vs BROS
+28.7%
+9.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -21.4% | +20.7% | +0.1% |
| 7D | +3.6% | -21.4% | +25.0% | +4.4% |
| 30D | +6.4% | -11.5% | +17.9% | +6.7% |
| 3M | +6.5% | -47.4% | +53.9% | +8.7% |
| 6M | +4.9% | -39.5% | +44.4% | +6.4% |
| YTD | +23.4% | -43.5% | +67.0% | +25.5% |
| 1Y | +26.3% | -37.8% | +64.1% | +27.6% |
| All | +37.8% | +28.7% | +9.2% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling