+737.9%
BE vs LII
+86.1%
+651.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.8% | +12.2% | +12.4% |
| 7D | +4.5% | -2.3% | +6.8% | +6.6% |
| 30D | -20.1% | -1.7% | -18.5% | -20.4% |
| 3M | -0.8% | -18.3% | +17.5% | +11.3% |
| 6M | -26.2% | -32.3% | +6.1% | -8.1% |
| YTD | +141.1% | -27.1% | +168.2% | +181.8% |
| 1Y | +64.8% | -27.2% | +92.0% | +93.5% |
| 3Y | +1,887.4% | -8.9% | +1,896.3% | +1,729.7% |
| 5Y | +518.1% | +19.7% | +498.4% | +339.9% |
| All | +737.9% | +86.1% | +651.8% | +334.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling