-31.5%
BROS vs LII
-33.3%
+1.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.2% |
| 7D | -6.6% | +0.5% | -7.1% | -6.8% |
| 30D | -12.3% | -11.2% | -1.1% | -9.1% |
| 3M | -22.2% | -28.8% | +6.6% | -15.3% |
| 6M | -14.3% | -26.9% | +12.6% | -8.8% |
| YTD | -26.6% | -22.2% | -4.4% | -24.7% |
| 1Y | -31.5% | -32.0% | +0.5% | -30.3% |
| All | -31.5% | -33.3% | +1.8% | -30.3% |
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 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