-36.5%
BROS vs LII
-28.3%
-8.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.2% | +4.4% | +5.9% |
| 7D | -17.9% | -1.2% | -16.7% | -17.4% |
| 30D | -5.4% | -2.0% | -3.4% | -5.1% |
| 3M | -32.1% | -20.2% | -11.8% | -27.2% |
| 6M | -31.7% | -32.5% | +0.9% | -24.7% |
| YTD | -41.2% | -27.4% | -13.8% | -40.9% |
| All | -36.5% | -28.3% | -8.1% | -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