+1,251.5%
BDX vs LII
+3,124.4%
-1,872.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.6% |
| 3M | +24.4% | -24.4% | +48.8% | +29.4% |
| 6M | +9.2% | -28.7% | +37.9% | +14.3% |
| YTD | +22.7% | -19.1% | +41.9% | +25.6% |
| 1Y | +25.9% | -29.7% | +55.6% | +31.7% |
| 3Y | -10.5% | +4.8% | -15.3% | -13.7% |
| 5Y | +1.9% | +24.6% | -22.6% | -5.9% |
| 10Y | +58.7% | +169.2% | -110.5% | +27.6% |
| All | +1,251.5% | +3,124.4% | -1,872.9% | +663.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling