+237.7%
BAC vs LII
+166.2%
+71.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +2.1% | +0.4% | +1.6% | +1.9% |
| 30D | -6.7% | -2.4% | -4.3% | -6.3% |
| 3M | -20.2% | -17.5% | -2.7% | -14.8% |
| 6M | -0.2% | -32.8% | +32.6% | +13.2% |
| YTD | -6.4% | -27.7% | +21.3% | +1.8% |
| 1Y | -3.1% | -28.1% | +25.0% | +5.4% |
| 3Y | +96.7% | -9.7% | +106.4% | +83.8% |
| 5Y | +21.3% | +19.5% | +1.8% | -3.9% |
| 10Y | +237.7% | +170.6% | +67.1% | +81.5% |
| All | +237.7% | +166.2% | +71.5% | +81.5% |
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