+19.0%
BRO vs LII
+21.0%
-2.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -8.6% | -3.5% | -5.1% | -7.9% |
| 30D | -6.9% | -13.5% | +6.6% | -4.0% |
| 3M | +10.5% | -26.0% | +36.5% | +16.5% |
| 6M | -2.8% | -26.8% | +24.0% | +2.0% |
| YTD | -16.1% | -22.9% | +6.7% | -13.6% |
| 1Y | -27.6% | -32.6% | +5.0% | -22.8% |
| 3Y | -7.3% | -1.3% | -6.0% | -17.1% |
| 5Y | +19.0% | +23.1% | -4.1% | -4.4% |
| All | +19.0% | +21.0% | -2.0% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling