-39.1%
BROS vs LH
+42.0%
-81.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -2.5% | +2.5% | -5.0% | -3.5% |
| 30D | -11.2% | +18.7% | -30.0% | -16.5% |
| 3M | -33.9% | +15.3% | -49.3% | -37.2% |
| 6M | -33.5% | +45.4% | -78.9% | -42.2% |
| YTD | -44.9% | +49.5% | -94.4% | -54.7% |
| All | -39.1% | +42.0% | -81.2% | -44.0% |
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