-20.3%
BROS vs LTH
+84.0%
-104.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.3% | -5.4% | -1.9% |
| 7D | +2.5% | +9.9% | -7.4% | -1.9% |
| 30D | +15.1% | +18.3% | -3.2% | +6.2% |
| 3M | -31.4% | +5.9% | -37.3% | -33.0% |
| 6M | -22.6% | +80.3% | -102.9% | -40.5% |
| YTD | -28.1% | +78.3% | -106.4% | -43.8% |
| 1Y | -20.3% | +81.0% | -101.3% | -38.5% |
| All | -20.3% | +84.0% | -104.3% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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