+52.0%
BAX vs LII
-36.0%
+88.0%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.7% |
| 7D | +12.1% | -0.6% | +12.7% | +12.2% |
| 30D | +7.6% | -4.6% | +12.2% | +8.0% |
| 3M | -4.5% | -21.2% | +16.7% | -2.0% |
| 6M | +52.0% | -36.4% | +88.5% | +56.3% |
| All | +52.0% | -36.0% | +88.0% | +56.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling