+1,459.2%
BDX vs LII
+2,734.1%
-1,275.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.5% |
| 7D | +7.1% | -0.6% | +7.7% | +7.2% |
| 30D | +17.6% | -4.6% | +22.2% | +18.4% |
| 3M | +20.4% | -21.2% | +41.6% | +25.0% |
| 6M | +48.3% | -36.4% | +84.7% | +58.4% |
| YTD | +41.6% | -28.9% | +70.5% | +47.9% |
| 1Y | +55.7% | -29.5% | +85.3% | +62.8% |
| 3Y | +10.6% | -8.6% | +19.2% | +9.1% |
| 5Y | +24.0% | +20.2% | +3.8% | +15.1% |
| 10Y | +84.8% | +166.2% | -81.4% | +49.0% |
| All | +1,459.2% | +2,734.1% | -1,275.0% | +798.9% |
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 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