+4,043.6%
BRO vs LII
+3,124.4%
+919.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.7% | -1.9% |
| 7D | -2.6% | -0.7% | -1.9% | -2.4% |
| 30D | +0.9% | -12.6% | +13.5% | +4.2% |
| 3M | +24.8% | -24.4% | +49.2% | +32.1% |
| 6M | -0.1% | -28.7% | +28.6% | +6.5% |
| YTD | -9.7% | -19.1% | +9.4% | -7.0% |
| 1Y | -24.5% | -29.7% | +5.2% | -19.7% |
| 3Y | -1.6% | +4.8% | -6.4% | -8.0% |
| 5Y | +25.6% | +24.6% | +1.0% | +10.5% |
| 10Y | +309.8% | +169.2% | +140.6% | +193.3% |
| All | +4,043.6% | +3,124.4% | +919.2% | +1,440.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling