-43.6%
BROS vs LH
+54.4%
-97.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -20.4% | +1.2% | -21.6% | -20.8% |
| 30D | -6.1% | +18.0% | -24.1% | -14.2% |
| 3M | -29.4% | +15.7% | -45.1% | -34.8% |
| 6M | -31.5% | +46.6% | -78.2% | -45.1% |
| YTD | -42.8% | +49.5% | -92.3% | -55.0% |
| 1Y | -37.5% | +40.2% | -77.7% | -48.8% |
| 3Y | +27.2% | +87.6% | -60.4% | -16.4% |
| All | -43.6% | +54.4% | -97.9% | -61.2% |
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 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