-7.9%
BROS vs LII
+16.0%
-23.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.4% | -1.4% |
| 7D | -21.2% | -0.6% | -20.6% | -20.7% |
| 30D | -11.6% | -4.6% | -7.0% | -10.0% |
| 3M | -36.7% | -21.2% | -15.5% | -29.7% |
| 6M | -42.8% | -36.4% | -6.4% | -31.3% |
| YTD | -44.8% | -28.9% | -15.9% | -38.1% |
| 1Y | -36.5% | -29.5% | -7.0% | -28.5% |
| 3Y | +27.0% | -8.6% | +35.5% | +16.7% |
| 5Y | -50.3% | +20.2% | -70.5% | -65.3% |
| All | -7.9% | +16.0% | -23.9% | -32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling