+5.0%
BROS vs LTH
+152.0%
-147.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.4% |
| 7D | -6.6% | -4.0% | -2.6% | -5.1% |
| 30D | -12.3% | -1.7% | -10.7% | -11.8% |
| 3M | -22.2% | +28.0% | -50.2% | -29.0% |
| 6M | -14.3% | +54.1% | -68.3% | -27.6% |
| YTD | -26.6% | +57.1% | -83.6% | -38.6% |
| 1Y | -31.5% | +45.8% | -77.3% | -41.2% |
| 3Y | +62.3% | +157.6% | -95.3% | +11.3% |
| All | +5.0% | +152.0% | -147.0% | -24.3% |
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