+369.0%
LIN vs PBR
+648.5%
-279.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.5% |
| 7D | -4.0% | +0.3% | -4.3% | -4.0% |
| 30D | -4.9% | +17.5% | -22.5% | -7.7% |
| 3M | -9.2% | +20.9% | -30.1% | -12.4% |
| 6M | -2.6% | +20.2% | -22.8% | -6.3% |
| YTD | +10.5% | +84.3% | -73.8% | -1.6% |
| 1Y | -0.1% | +77.1% | -77.2% | -10.6% |
| 3Y | +25.4% | +100.8% | -75.5% | +7.8% |
| 5Y | +59.7% | +556.1% | -496.4% | +4.7% |
| 10Y | +369.0% | +676.1% | -307.1% | +169.1% |
| All | +369.0% | +648.5% | -279.5% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling