+18.4%
BROS vs LH
+27.0%
-8.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.0% | -1.0% |
| 7D | -6.1% | -7.4% | +1.3% | -2.0% |
| 30D | -12.4% | -4.6% | -7.8% | -10.0% |
| 3M | -27.9% | +14.5% | -42.4% | -33.5% |
| 6M | -16.8% | +14.8% | -31.6% | -23.5% |
| YTD | -29.0% | +23.3% | -52.3% | -37.7% |
| 1Y | -33.2% | +13.6% | -46.8% | -38.7% |
| 3Y | +56.8% | +56.3% | +0.4% | +13.9% |
| All | +18.4% | +27.0% | -8.5% | -4.8% |
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