+65.9%
LIN vs BROS
-43.7%
+109.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.4% |
| 7D | +2.0% | -19.0% | +21.0% | +3.3% |
| 30D | +7.9% | -7.3% | +15.1% | +8.2% |
| 3M | +6.3% | -31.2% | +37.5% | +8.8% |
| 6M | +6.5% | -33.0% | +39.5% | +8.7% |
| YTD | +23.6% | -42.4% | +65.9% | +27.2% |
| 1Y | +25.7% | -37.7% | +63.5% | +28.4% |
| 3Y | +35.6% | +28.2% | +7.4% | +25.5% |
| 5Y | +65.9% | -43.4% | +109.2% | +60.7% |
| All | +65.9% | -43.7% | +109.6% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling