-2.1%
BROS vs LH
+53.2%
-55.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.5% | +7.0% | +6.8% |
| 7D | +6.3% | +1.1% | +5.2% | +5.7% |
| 30D | -8.3% | +16.7% | -25.1% | -15.8% |
| 3M | -29.8% | +15.1% | -44.9% | -35.0% |
| 6M | -25.8% | +46.3% | -72.2% | -40.4% |
| YTD | -41.4% | +48.8% | -90.1% | -53.6% |
| 1Y | -35.2% | +39.7% | -74.9% | -46.7% |
| 3Y | +32.8% | +87.0% | -54.3% | -12.1% |
| 5Y | -42.2% | +53.0% | -95.2% | -58.8% |
| All | -2.1% | +53.2% | -55.4% | -29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling