+59.6%
BDX vs LII
+163.1%
-103.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.9% |
| 7D | -4.1% | +0.5% | -4.6% | -4.2% |
| 30D | +0.1% | -11.2% | +11.3% | +2.6% |
| 3M | +18.3% | -28.8% | +47.1% | +26.0% |
| 6M | +10.1% | -26.9% | +37.1% | +16.0% |
| YTD | +19.4% | -22.2% | +41.6% | +23.8% |
| 1Y | +22.3% | -32.0% | +54.3% | +30.5% |
| 3Y | -9.4% | -0.4% | -8.9% | -14.2% |
| 5Y | -2.0% | +22.4% | -24.4% | -14.2% |
| 10Y | +59.6% | +171.4% | -111.9% | +11.6% |
| All | +59.6% | +163.1% | -103.5% | +11.6% |
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