+22.6%
BROS vs LH
+32.8%
-10.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.4% |
| 7D | -6.6% | -3.2% | -3.4% | -4.9% |
| 30D | -12.3% | +0.1% | -12.5% | -12.4% |
| 3M | -22.2% | +18.6% | -40.8% | -29.6% |
| 6M | -14.3% | +17.9% | -32.2% | -22.3% |
| YTD | -26.6% | +28.9% | -55.5% | -37.1% |
| 1Y | -31.5% | +16.6% | -48.1% | -38.0% |
| 3Y | +62.3% | +63.6% | -1.3% | +15.0% |
| All | +22.6% | +32.8% | -10.2% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling