+396.6%
BAC vs LII
+168.6%
+228.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.5% |
| 7D | +1.1% | -0.7% | +1.8% | +1.3% |
| 30D | -0.4% | -12.6% | +12.2% | +4.6% |
| 3M | +16.9% | -24.4% | +41.3% | +27.7% |
| 6M | +26.6% | -28.7% | +55.3% | +40.5% |
| YTD | +15.8% | -19.1% | +34.9% | +21.3% |
| 1Y | +27.2% | -29.7% | +56.9% | +40.1% |
| 3Y | +132.4% | +4.8% | +127.6% | +105.4% |
| 5Y | +72.6% | +24.6% | +48.0% | +36.9% |
| All | +396.6% | +168.6% | +228.0% | +177.8% |
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