+23.3%
BA vs LII
+169.1%
-145.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.6% |
| 7D | -1.1% | +2.9% | -4.0% | -2.5% |
| 30D | -7.1% | +0.9% | -8.0% | -8.2% |
| 3M | -25.5% | -15.5% | -10.0% | -19.8% |
| 6M | -28.7% | -30.2% | +1.5% | -17.5% |
| YTD | -21.0% | -26.8% | +5.8% | -12.0% |
| 1Y | -11.9% | -25.3% | +13.4% | -3.2% |
| 3Y | -16.2% | -7.8% | -8.4% | -24.1% |
| 5Y | -22.4% | +17.0% | -39.4% | -41.7% |
| All | +23.3% | +169.1% | -145.8% | -39.1% |
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