+63.3%
LIN vs BROS
-50.1%
+113.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -1.0% |
| 7D | +0.2% | -21.2% | +21.4% | +1.7% |
| 30D | +6.5% | -11.6% | +18.0% | +7.1% |
| 3M | +5.5% | -36.7% | +42.2% | +8.6% |
| 6M | +3.3% | -42.8% | +46.2% | +6.7% |
| YTD | +22.0% | -44.8% | +66.9% | +26.0% |
| 1Y | +25.7% | -36.5% | +62.3% | +28.1% |
| 3Y | +36.2% | +27.0% | +9.3% | +26.0% |
| All | +63.3% | -50.1% | +113.5% | +59.1% |
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