+133.1%
BAX vs LII
+2,790.7%
-2,657.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -2.7% |
| 7D | +9.1% | +0.2% | +9.0% | +9.1% |
| 30D | +5.3% | -4.6% | +9.9% | +5.9% |
| 3M | -6.1% | -21.7% | +15.5% | -2.4% |
| 6M | +53.3% | -32.8% | +86.1% | +62.4% |
| YTD | +34.4% | -27.5% | +61.9% | +40.3% |
| 1Y | +43.2% | -28.0% | +71.1% | +49.6% |
| 3Y | -20.1% | -7.2% | -12.9% | -20.6% |
| 5Y | -63.7% | +22.6% | -86.4% | -66.0% |
| 10Y | -36.3% | +171.5% | -207.9% | -47.8% |
| All | +133.1% | +2,790.7% | -2,657.5% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling