-63.1%
BAX vs LII
+19.4%
-82.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | +3.6% | +0.4% | +3.2% | +3.6% |
| 30D | +8.5% | -2.4% | +10.9% | +8.7% |
| 3M | -4.9% | -17.5% | +12.6% | -0.5% |
| 6M | +47.0% | -32.8% | +79.8% | +59.9% |
| YTD | +38.4% | -27.7% | +66.1% | +46.7% |
| 1Y | +49.1% | -28.1% | +77.2% | +58.1% |
| 3Y | -14.9% | -9.7% | -5.2% | -16.2% |
| 5Y | -63.1% | +19.5% | -82.6% | -67.6% |
| All | -63.1% | +19.4% | -82.5% | -67.6% |
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 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