+62.5%
LIN vs BROS
+43.3%
+19.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.0% |
| 7D | -2.1% | -6.7% | +4.6% | -1.7% |
| 30D | -2.4% | -29.1% | +26.6% | -0.4% |
| 3M | -5.6% | -16.7% | +11.1% | -4.8% |
| 6M | -3.4% | -11.6% | +8.2% | -3.3% |
| YTD | +13.1% | -23.9% | +37.0% | +14.3% |
| 1Y | +2.5% | -34.8% | +37.3% | +4.5% |
| 3Y | +27.6% | +62.1% | -34.5% | +18.4% |
| All | +62.5% | +43.3% | +19.1% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling