-34.8%
BROS vs LII
-28.2%
-6.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.4% | +0.4% |
| 7D | -6.7% | -0.7% | -5.9% | -6.5% |
| 30D | -29.1% | -12.6% | -16.5% | -26.2% |
| 3M | -16.7% | -24.4% | +7.7% | -11.6% |
| 6M | -11.6% | -28.7% | +17.1% | -6.1% |
| YTD | -23.9% | -19.1% | -4.8% | -22.5% |
| 1Y | -34.8% | -29.7% | -5.1% | -36.1% |
| All | -34.8% | -28.2% | -6.6% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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