+274.7%
BBY vs LII
+169.1%
+105.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 7D | +4.5% | +2.9% | +1.5% | +3.0% |
| 30D | +16.8% | +0.9% | +15.9% | +16.1% |
| 3M | +23.2% | -15.5% | +38.7% | +33.6% |
| 6M | +91.9% | -30.2% | +122.1% | +122.3% |
| YTD | +61.6% | -26.8% | +88.5% | +78.4% |
| 1Y | +43.9% | -25.3% | +69.2% | +56.9% |
| 3Y | +88.6% | -7.8% | +96.4% | +76.1% |
| 5Y | -3.1% | +17.0% | -20.1% | -24.3% |
| All | +274.7% | +169.1% | +105.6% | +77.3% |
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 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