+19.4%
BRO vs LH
+27.0%
-7.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.7% |
| 7D | -7.3% | -4.7% | -2.6% | -5.8% |
| 30D | -6.9% | -3.5% | -3.4% | -5.7% |
| 3M | +10.7% | +17.7% | -7.0% | +4.7% |
| 6M | -2.7% | +15.8% | -18.5% | -7.5% |
| YTD | -16.3% | +25.1% | -41.4% | -22.8% |
| 1Y | -29.1% | +12.5% | -41.6% | -32.3% |
| 3Y | -7.8% | +59.8% | -67.6% | -23.1% |
| All | +19.4% | +27.0% | -7.6% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling