-35.2%
BROS vs LH
+41.3%
-76.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.5% | +7.0% | +6.7% |
| 7D | +6.3% | +1.1% | +5.2% | +5.9% |
| 30D | -8.3% | +16.7% | -25.1% | -13.3% |
| 3M | -29.8% | +15.1% | -44.9% | -33.1% |
| 6M | -25.8% | +46.3% | -72.2% | -35.8% |
| YTD | -41.4% | +48.8% | -90.1% | -51.7% |
| 1Y | -35.2% | +39.7% | -74.9% | -40.2% |
| All | -35.2% | +41.3% | -76.5% | -40.2% |
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