-7.0%
BDX vs LII
+6.0%
-12.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.7% |
| 7D | -2.5% | -0.7% | -1.8% | -2.4% |
| 30D | +8.3% | -12.6% | +20.9% | +10.2% |
| 3M | +24.4% | -24.4% | +48.8% | +28.4% |
| 6M | +9.2% | -28.7% | +37.9% | +13.4% |
| YTD | +22.7% | -19.1% | +41.9% | +24.6% |
| 1Y | +25.9% | -29.7% | +55.6% | +30.4% |
| All | -7.0% | +6.0% | -12.9% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling