-0.4%
BDX vs LII
+27.6%
-27.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.8% |
| 3M | +24.4% | -24.4% | +48.8% | +29.6% |
| 6M | +9.2% | -28.7% | +37.9% | +14.6% |
| YTD | +22.7% | -19.1% | +41.9% | +25.4% |
| 1Y | +25.9% | -29.7% | +55.6% | +31.9% |
| 3Y | -10.5% | +4.8% | -15.3% | -15.6% |
| All | -0.4% | +27.6% | -27.9% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling