+239.8%
BBY vs LII
+163.1%
+76.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +1.0% | -0.2% |
| 7D | +1.2% | +0.5% | +0.7% | +0.9% |
| 30D | +6.8% | -11.2% | +18.0% | +13.2% |
| 3M | +18.7% | -28.8% | +47.5% | +37.1% |
| 6M | +37.3% | -26.9% | +64.2% | +53.6% |
| YTD | +35.3% | -22.2% | +57.5% | +45.2% |
| 1Y | +20.7% | -32.0% | +52.6% | +38.9% |
| 3Y | +39.4% | -0.4% | +39.9% | +25.1% |
| 5Y | -1.5% | +22.4% | -23.9% | -24.4% |
| 10Y | +239.8% | +171.4% | +68.4% | +74.5% |
| All | +239.8% | +163.1% | +76.7% | +74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling