+66.9%
BROS vs LNT
+48.2%
+18.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | -6.6% | +0.2% | -6.8% | -6.6% |
| 30D | -12.3% | -0.5% | -11.8% | -12.2% |
| 3M | -22.2% | -5.5% | -16.7% | -21.4% |
| 6M | -14.3% | -3.8% | -10.5% | -13.7% |
| YTD | -26.6% | +6.8% | -33.4% | -27.6% |
| 1Y | -31.5% | +9.3% | -40.8% | -32.9% |
| All | +66.9% | +48.2% | +18.7% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling