+190.9%
BAC vs LII
+2,734.1%
-2,543.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.2% |
| 7D | -1.2% | -0.6% | -0.6% | -0.9% |
| 30D | -7.7% | -4.6% | -3.1% | -6.3% |
| 3M | -21.2% | -21.2% | +0.1% | -13.3% |
| 6M | -6.8% | -36.4% | +29.6% | +10.2% |
| YTD | -8.7% | -28.9% | +20.2% | +1.4% |
| 1Y | -5.3% | -29.5% | +24.2% | +5.4% |
| 3Y | +87.4% | -8.6% | +96.0% | +77.8% |
| 5Y | +18.9% | +20.2% | -1.3% | -3.9% |
| 10Y | +273.3% | +166.2% | +107.1% | +102.3% |
| All | +190.9% | +2,734.1% | -2,543.3% | -36.8% |
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