-7.8%
BRO vs LTH
+153.8%
-161.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -7.3% | -4.0% | -3.3% | -6.8% |
| 30D | -6.9% | -5.3% | -1.6% | -6.2% |
| 3M | +10.7% | +19.0% | -8.3% | +8.2% |
| 6M | -2.7% | +55.8% | -58.5% | -8.7% |
| YTD | -16.3% | +56.1% | -72.5% | -21.7% |
| 1Y | -29.1% | +41.3% | -70.3% | -32.7% |
| 3Y | -7.8% | +156.6% | -164.5% | -19.5% |
| All | -7.8% | +153.8% | -161.7% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 3y: compounded portfolio wealth divided by compounded LTH 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…
3y analysis · Full analysis span regression · 6 months rolling