+192.9%
BAC vs LII
+2,790.7%
-2,597.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -2.4% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | -8.0% | -4.6% | -3.4% | -6.6% |
| 3M | -20.9% | -21.7% | +0.7% | -12.9% |
| 6M | -5.4% | -32.8% | +27.4% | +9.2% |
| YTD | -8.1% | -27.5% | +19.4% | +1.3% |
| 1Y | -3.1% | -28.0% | +24.9% | +6.8% |
| 3Y | +88.1% | -7.2% | +95.4% | +77.4% |
| 5Y | +19.7% | +22.6% | -2.9% | -4.0% |
| 10Y | +275.9% | +171.5% | +104.3% | +102.0% |
| All | +192.9% | +2,790.7% | -2,597.8% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling