+503.6%
BBY vs LII
+2,806.7%
-2,303.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | +3.7% | -2.3% | +6.0% | +4.7% |
| 30D | +20.9% | -1.7% | +22.6% | +21.6% |
| 3M | +27.6% | -18.3% | +45.9% | +37.9% |
| 6M | +86.9% | -32.3% | +119.2% | +113.3% |
| YTD | +63.3% | -27.1% | +90.4% | +78.4% |
| 1Y | +42.6% | -27.2% | +69.8% | +55.8% |
| 3Y | +89.8% | -8.9% | +98.7% | +87.2% |
| 5Y | -0.1% | +19.7% | -19.7% | -12.8% |
| 10Y | +294.3% | +168.9% | +125.4% | +151.7% |
| All | +503.6% | +2,806.7% | -2,303.2% | +26.0% |
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