+87.4%
BAC vs LII
-8.7%
+96.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.2% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | -7.7% | -4.6% | -3.1% | -6.9% |
| 3M | -21.2% | -21.2% | +0.1% | -17.0% |
| 6M | -6.8% | -36.4% | +29.6% | +2.3% |
| YTD | -8.7% | -28.9% | +20.2% | -3.7% |
| 1Y | -5.3% | -29.5% | +24.2% | 0.0% |
| 3Y | +87.4% | -8.6% | +96.0% | +67.7% |
| All | +87.4% | -8.7% | +96.2% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling