+251.7%
BAC vs LII
+170.7%
+80.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.5% |
| 7D | +2.0% | -1.2% | +3.2% | +2.5% |
| 30D | -6.9% | -2.0% | -5.0% | -6.7% |
| 3M | -19.6% | -20.2% | +0.7% | -13.0% |
| 6M | -0.5% | -32.5% | +32.1% | +12.8% |
| YTD | -6.6% | -27.4% | +20.8% | +1.3% |
| 1Y | -3.0% | -28.2% | +25.2% | +5.6% |
| 3Y | +97.3% | -7.2% | +104.5% | +82.2% |
| 5Y | +21.9% | +19.9% | +2.0% | -3.5% |
| 10Y | +251.7% | +168.6% | +83.0% | +94.8% |
| All | +251.7% | +170.7% | +80.9% | +94.8% |
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