+24.7%
BROS vs LII
-9.2%
+33.9%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -3.0% | -3.4% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | -11.2% | -0.6% | -10.7% | -11.3% |
| 3M | -33.9% | -17.0% | -16.9% | -29.2% |
| 6M | -33.5% | -31.1% | -2.4% | -25.2% |
| YTD | -44.9% | -27.7% | -17.3% | -40.0% |
| 1Y | -41.5% | -26.2% | -15.3% | -36.8% |
| All | +24.7% | -9.2% | +33.9% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling