-20.3%
BROS vs LNT
+13.9%
-34.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.3% | +0.7% |
| 7D | +2.5% | +7.2% | -4.7% | +1.8% |
| 30D | +15.1% | +15.6% | -0.6% | +13.2% |
| 3M | -31.4% | +5.2% | -36.6% | -32.0% |
| 6M | -22.6% | +1.7% | -24.3% | -23.0% |
| YTD | -28.1% | +17.0% | -45.2% | -28.3% |
| 1Y | -20.3% | +14.2% | -34.5% | -19.6% |
| All | -20.3% | +13.9% | -34.2% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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