+102.3%
BDX vs LII
+166.1%
-63.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.7% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | +15.1% | -0.6% | +15.7% | +15.0% |
| 3M | +18.2% | -17.0% | +35.2% | +22.7% |
| 6M | +48.1% | -31.1% | +79.3% | +58.4% |
| YTD | +44.1% | -27.7% | +71.8% | +51.4% |
| 1Y | +46.4% | -26.2% | +72.5% | +53.0% |
| 3Y | +24.4% | -9.6% | +34.0% | +20.3% |
| 5Y | +26.1% | +15.7% | +10.4% | +11.6% |
| All | +102.3% | +166.1% | -63.8% | +39.1% |
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 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