-34.4%
BAX vs LII
+171.3%
-205.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.1% | +0.7% |
| 7D | -1.1% | -0.7% | -0.4% | -1.0% |
| 30D | -5.5% | -12.6% | +7.2% | -2.2% |
| 3M | +33.5% | -24.4% | +58.0% | +41.8% |
| 6M | +35.9% | -28.7% | +64.6% | +45.9% |
| YTD | +35.4% | -19.1% | +54.5% | +40.3% |
| 1Y | +9.8% | -29.7% | +39.5% | +17.5% |
| 3Y | -32.7% | +4.8% | -37.5% | -36.0% |
| 5Y | -65.6% | +24.6% | -90.1% | -69.5% |
| All | -34.4% | +171.3% | -205.7% | -51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling