+3,855.6%
BRO vs LII
+3,080.2%
+775.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.2% | -4.2% |
| 7D | -5.4% | +2.1% | -7.5% | -5.9% |
| 30D | -4.3% | -12.4% | +8.1% | -1.2% |
| 3M | +17.8% | -24.8% | +42.6% | +24.9% |
| 6M | -6.8% | -25.2% | +18.4% | -1.8% |
| YTD | -13.8% | -20.3% | +6.4% | -10.9% |
| 1Y | -27.8% | -32.9% | +5.1% | -22.3% |
| 3Y | -4.7% | +2.0% | -6.7% | -10.2% |
| 5Y | +20.6% | +24.4% | -3.8% | +6.2% |
| 10Y | +293.7% | +167.2% | +126.5% | +182.4% |
| All | +3,855.6% | +3,080.2% | +775.4% | +1,376.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded LII 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling