+29.5%
BROS vs LH
+87.4%
-57.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -20.4% | +1.2% | -21.6% | -20.7% |
| 30D | -6.1% | +18.0% | -24.1% | -12.0% |
| 3M | -29.4% | +15.7% | -45.1% | -33.3% |
| 6M | -31.5% | +46.6% | -78.2% | -41.6% |
| YTD | -42.8% | +49.5% | -92.3% | -51.8% |
| 1Y | -37.5% | +40.2% | -77.7% | -45.8% |
| All | +29.5% | +87.4% | -57.9% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling