-24.7%
LOW vs BROS
-33.2%
+8.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.5% |
| 7D | -2.6% | -6.1% | +3.4% | -1.6% |
| 30D | -11.1% | -12.4% | +1.2% | -9.3% |
| 3M | -8.5% | -27.9% | +19.4% | -4.4% |
| 6M | -20.8% | -16.8% | -4.1% | -20.1% |
| YTD | -17.2% | -29.0% | +11.8% | -14.2% |
| 1Y | -24.7% | -33.2% | +8.5% | -21.3% |
| All | -24.7% | -33.2% | +8.4% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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