+22.6%
BAC vs LII
+17.0%
+5.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | +3.2% | +2.9% | +0.3% | +2.4% |
| 30D | -0.7% | +0.9% | -1.6% | -1.3% |
| 3M | -20.0% | -15.5% | -4.5% | -16.4% |
| 6M | +3.4% | -30.2% | +33.6% | +12.7% |
| YTD | -5.7% | -26.8% | +21.1% | +0.1% |
| 1Y | -1.4% | -25.3% | +23.8% | +3.8% |
| 3Y | +97.9% | -7.8% | +105.7% | +84.9% |
| All | +22.6% | +17.0% | +5.6% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling