+1,483.9%
BDX vs LII
+2,796.3%
-1,312.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.2% |
| 7D | +8.4% | -1.2% | +9.6% | +8.6% |
| 30D | +17.1% | -2.0% | +19.1% | +17.4% |
| 3M | +22.4% | -20.2% | +42.7% | +26.9% |
| 6M | +45.9% | -32.5% | +78.5% | +54.3% |
| YTD | +43.8% | -27.4% | +71.2% | +49.7% |
| 1Y | +57.8% | -28.2% | +86.0% | +64.4% |
| 3Y | +25.4% | -7.2% | +32.6% | +23.4% |
| 5Y | +26.0% | +19.9% | +6.1% | +17.0% |
| 10Y | +88.0% | +168.6% | -80.7% | +51.2% |
| All | +1,483.9% | +2,796.3% | -1,312.3% | +809.9% |
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