+87.9%
BBY vs LII
-8.4%
+96.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -1.9% |
| 7D | +10.9% | +0.4% | +10.5% | +10.8% |
| 30D | +19.6% | -2.4% | +22.0% | +20.6% |
| 3M | +27.6% | -17.5% | +45.1% | +36.5% |
| 6M | +79.4% | -32.8% | +112.3% | +102.3% |
| YTD | +61.7% | -27.7% | +89.4% | +72.7% |
| 1Y | +40.3% | -28.1% | +68.4% | +50.2% |
| 3Y | +87.9% | -9.7% | +97.5% | +73.1% |
| All | +87.9% | -8.4% | +96.2% | +73.1% |
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