+16.0%
BRO vs LTH
+152.0%
-136.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.2% |
| 7D | -7.6% | -4.0% | -3.6% | -7.1% |
| 30D | -6.9% | -1.7% | -5.2% | -6.7% |
| 3M | +12.8% | +28.0% | -15.2% | +8.7% |
| 6M | -5.9% | +54.1% | -59.9% | -12.3% |
| YTD | -15.9% | +57.1% | -73.0% | -22.0% |
| 1Y | -28.1% | +45.8% | -73.9% | -32.7% |
| 3Y | -7.0% | +157.6% | -164.6% | -21.7% |
| All | +16.0% | +152.0% | -136.0% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling