+7.4%
BAX vs LII
-31.8%
+39.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.1% | +0.8% |
| 7D | -1.1% | -0.7% | -0.4% | -1.0% |
| 30D | -5.5% | -12.6% | +7.2% | -2.9% |
| 3M | +33.5% | -24.4% | +58.0% | +39.1% |
| 6M | +35.9% | -28.7% | +64.6% | +41.6% |
| YTD | +35.4% | -19.1% | +54.5% | +37.0% |
| All | +7.4% | -31.8% | +39.2% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling