-21.3%
BROS vs LTH
+174.8%
-196.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.2% | +0.5% | -2.1% |
| 7D | -2.5% | -4.6% | +2.1% | -0.7% |
| 30D | -11.2% | +14.8% | -26.1% | -16.1% |
| 3M | -33.9% | +3.9% | -37.9% | -35.2% |
| 6M | -33.5% | +35.5% | -69.0% | -41.0% |
| YTD | -44.9% | +71.3% | -116.3% | -55.7% |
| 1Y | -41.5% | +75.7% | -117.2% | -53.3% |
| 3Y | +22.4% | +231.9% | -209.5% | -23.0% |
| 5Y | -45.7% | +130.5% | -176.1% | -65.4% |
| All | -21.3% | +174.8% | -196.1% | -45.4% |
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