+88.0%
BDX vs LII
+170.7%
-82.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.1% |
| 7D | +8.4% | -1.2% | +9.6% | +8.7% |
| 30D | +17.1% | -2.0% | +19.1% | +17.4% |
| 3M | +22.4% | -20.2% | +42.7% | +28.1% |
| 6M | +45.9% | -32.5% | +78.5% | +56.7% |
| YTD | +43.8% | -27.4% | +71.2% | +50.9% |
| 1Y | +57.8% | -28.2% | +86.0% | +65.9% |
| 3Y | +25.4% | -7.2% | +32.6% | +20.5% |
| 5Y | +26.0% | +19.9% | +6.1% | +10.6% |
| 10Y | +88.0% | +168.6% | -80.7% | +33.3% |
| All | +88.0% | +170.7% | -82.8% | +33.3% |
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