-64.2%
BAX vs LII
+17.0%
-81.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | 0.0% |
| 7D | +0.1% | +2.9% | -2.9% | -0.6% |
| 30D | +4.1% | +0.9% | +3.2% | +3.4% |
| 3M | -4.5% | -15.5% | +11.0% | -0.8% |
| 6M | +49.2% | -30.2% | +79.4% | +60.7% |
| YTD | +35.2% | -26.8% | +62.1% | +43.0% |
| 1Y | +38.3% | -25.3% | +63.6% | +45.2% |
| 3Y | -19.0% | -7.8% | -11.3% | -20.7% |
| All | -64.2% | +17.0% | -81.2% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling