-4.7%
BAC vs LII
-28.0%
+23.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.2% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | -6.4% | -0.6% | -5.8% | -6.5% |
| 3M | -21.7% | -17.0% | -4.7% | -19.6% |
| 6M | +0.5% | -31.1% | +31.6% | +5.4% |
| YTD | -6.7% | -27.7% | +21.0% | -6.0% |
| 1Y | -4.7% | -26.2% | +21.5% | -5.1% |
| All | -4.7% | -28.0% | +23.3% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling