+631.2%
BA vs LII
+3,124.4%
-2,493.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.4% |
| 7D | +1.2% | -0.7% | +1.9% | +1.4% |
| 30D | -11.6% | -12.6% | +1.0% | -7.6% |
| 3M | -2.4% | -24.4% | +22.1% | +6.0% |
| 6M | -6.6% | -28.7% | +22.1% | +2.8% |
| YTD | -2.2% | -19.1% | +16.9% | +2.9% |
| 1Y | -8.0% | -29.7% | +21.7% | +0.9% |
| 3Y | -5.0% | +4.8% | -9.8% | -10.9% |
| 5Y | -2.7% | +24.6% | -27.3% | -15.4% |
| 10Y | +75.9% | +169.2% | -93.3% | +21.9% |
| All | +631.2% | +3,124.4% | -2,493.2% | +175.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling