+27.0%
BROS vs LH
+35.2%
-8.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.5% |
| 7D | -6.7% | -2.5% | -4.2% | -5.4% |
| 30D | -29.1% | +4.3% | -33.4% | -30.8% |
| 3M | -16.7% | +25.5% | -42.2% | -27.0% |
| 6M | -11.6% | +17.0% | -28.6% | -19.5% |
| YTD | -23.9% | +31.3% | -55.2% | -35.5% |
| 1Y | -34.8% | +20.0% | -54.8% | -42.0% |
| 3Y | +62.1% | +63.9% | -1.8% | +15.1% |
| All | +27.0% | +35.2% | -8.2% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling