-34.8%
BROS vs LH
+20.0%
-54.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.1% |
| 7D | -6.7% | -2.5% | -4.2% | -6.0% |
| 30D | -29.1% | +4.3% | -33.4% | -29.9% |
| 3M | -16.7% | +25.5% | -42.2% | -22.5% |
| 6M | -11.6% | +17.0% | -28.6% | -16.1% |
| YTD | -23.9% | +31.3% | -55.2% | -30.6% |
| 1Y | -34.8% | +20.0% | -54.8% | -40.4% |
| All | -34.8% | +20.0% | -54.8% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling