-7.8%
BRO vs LH
+58.7%
-66.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.7% |
| 7D | -7.3% | -4.7% | -2.6% | -6.0% |
| 30D | -6.9% | -3.5% | -3.4% | -5.9% |
| 3M | +10.7% | +17.7% | -7.0% | +5.6% |
| 6M | -2.7% | +15.8% | -18.5% | -6.9% |
| YTD | -16.3% | +25.1% | -41.4% | -21.8% |
| 1Y | -29.1% | +12.5% | -41.6% | -32.0% |
| 3Y | -7.8% | +59.8% | -67.6% | -17.3% |
| All | -7.8% | +58.7% | -66.5% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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