+263.2%
BAC vs LII
+162.0%
+101.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | 0.0% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | -7.7% | -4.6% | -3.1% | -6.4% |
| 3M | -21.2% | -21.2% | +0.1% | -14.3% |
| 6M | -6.8% | -36.4% | +29.6% | +8.0% |
| YTD | -8.7% | -28.9% | +20.2% | -0.2% |
| 1Y | -5.3% | -29.5% | +24.2% | +3.8% |
| 3Y | +87.4% | -8.6% | +96.0% | +73.9% |
| 5Y | +18.9% | +20.2% | -1.3% | -6.2% |
| All | +263.2% | +162.0% | +101.2% | +107.4% |
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