-15.9%
BROS vs LTH
+183.0%
-198.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.1% | +6.8% |
| 7D | -17.9% | +7.0% | -24.9% | -20.2% |
| 30D | -5.4% | +15.4% | -20.8% | -10.7% |
| 3M | -32.1% | +7.0% | -39.1% | -34.1% |
| 6M | -31.7% | +46.9% | -78.5% | -41.3% |
| YTD | -41.2% | +76.4% | -117.6% | -53.2% |
| 1Y | -32.6% | +83.7% | -116.3% | -47.2% |
| 3Y | +32.7% | +248.9% | -216.2% | -18.1% |
| 5Y | -44.2% | +141.8% | -186.1% | -64.2% |
| All | -15.9% | +183.0% | -198.9% | -42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling