+24,828.5%
BRO vs LH
+1,312.5%
+23,516.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | -7.3% | -4.7% | -2.6% | -6.8% |
| 30D | -6.9% | -3.5% | -3.4% | -6.5% |
| 3M | +10.7% | +17.7% | -7.0% | +8.7% |
| 6M | -2.7% | +15.8% | -18.5% | -4.3% |
| YTD | -16.3% | +25.1% | -41.4% | -18.4% |
| 1Y | -29.1% | +12.5% | -41.6% | -30.1% |
| 3Y | -7.8% | +59.8% | -67.6% | -12.8% |
| 5Y | +18.7% | +27.1% | -8.3% | +14.8% |
| 10Y | +291.9% | +183.2% | +108.7% | +248.8% |
| All | +24,828.5% | +1,312.5% | +23,516.0% | +21,426.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling