+28.1%
BA vs LII
+170.7%
-142.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.6% |
| 7D | -1.7% | -1.2% | -0.5% | -1.2% |
| 30D | -9.5% | -2.0% | -7.5% | -9.2% |
| 3M | -26.5% | -20.2% | -6.2% | -18.6% |
| 6M | -27.4% | -32.5% | +5.2% | -14.5% |
| YTD | -20.6% | -27.4% | +6.8% | -11.3% |
| 1Y | -11.4% | -28.2% | +16.7% | -0.7% |
| 3Y | -10.8% | -7.2% | -3.6% | -19.6% |
| 5Y | -21.9% | +19.9% | -41.8% | -42.4% |
| 10Y | +28.1% | +168.6% | -140.5% | -36.2% |
| All | +28.1% | +170.7% | -142.6% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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