+268.9%
BAC vs LII
+3,124.4%
-2,855.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.6% |
| 7D | +1.1% | -0.7% | +1.8% | +1.4% |
| 30D | -0.4% | -12.6% | +12.2% | +5.4% |
| 3M | +16.9% | -24.4% | +41.3% | +29.3% |
| 6M | +26.6% | -28.7% | +55.3% | +42.4% |
| YTD | +15.8% | -19.1% | +34.9% | +22.4% |
| 1Y | +27.2% | -29.7% | +56.9% | +41.8% |
| 3Y | +132.4% | +4.8% | +127.6% | +108.5% |
| 5Y | +72.6% | +24.6% | +48.0% | +38.4% |
| 10Y | +389.7% | +169.2% | +220.5% | +166.1% |
| All | +268.9% | +3,124.4% | -2,855.4% | -23.7% |
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 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