+497.5%
BBY vs LII
+2,783.5%
-2,286.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.7% |
| 3M | +27.6% | -17.5% | +45.1% | +37.4% |
| 6M | +79.4% | -32.8% | +112.3% | +105.5% |
| YTD | +61.7% | -27.7% | +89.4% | +77.2% |
| 1Y | +40.3% | -28.1% | +68.4% | +54.0% |
| 3Y | +87.9% | -9.7% | +97.5% | +85.9% |
| 5Y | +0.2% | +19.5% | -19.3% | -12.6% |
| 10Y | +274.5% | +170.6% | +103.9% | +138.5% |
| All | +497.5% | +2,783.5% | -2,286.1% | +25.2% |
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