-42.6%
BROS vs LII
+17.0%
-59.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.1% | +5.4% | +6.0% |
| 7D | +6.3% | +2.9% | +3.4% | +5.0% |
| 30D | -8.3% | +0.9% | -9.3% | -9.0% |
| 3M | -29.8% | -15.5% | -14.3% | -24.4% |
| 6M | -25.8% | -30.2% | +4.4% | -15.1% |
| YTD | -41.4% | -26.8% | -14.5% | -35.1% |
| 1Y | -35.2% | -25.3% | -9.9% | -29.0% |
| 3Y | +32.8% | -7.8% | +40.5% | +21.8% |
| All | -42.6% | +17.0% | -59.6% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling