+41.5%
BBY vs LII
+2.8%
+38.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.6% |
| 7D | +8.1% | +2.1% | +6.0% | +7.3% |
| 30D | +8.9% | -12.4% | +21.4% | +14.1% |
| 3M | +22.0% | -24.8% | +46.8% | +32.3% |
| 6M | +37.8% | -25.2% | +63.0% | +48.2% |
| YTD | +37.3% | -20.3% | +57.6% | +42.0% |
| 1Y | +21.6% | -32.9% | +54.5% | +36.6% |
| 3Y | +41.5% | +2.0% | +39.5% | +35.5% |
| All | +41.5% | +2.8% | +38.7% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling