+641.7%
BE vs LII
+84.6%
+557.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -3.9% | -4.1% |
| 7D | -13.4% | +0.4% | -13.8% | -13.4% |
| 30D | -33.9% | -2.4% | -31.5% | -33.9% |
| 3M | -12.0% | -17.5% | +5.5% | -1.9% |
| 6M | -29.0% | -32.8% | +3.9% | -11.2% |
| YTD | +113.4% | -27.7% | +141.1% | +150.6% |
| 1Y | +33.2% | -28.1% | +61.2% | +57.5% |
| 3Y | +1,659.2% | -9.7% | +1,668.9% | +1,527.2% |
| 5Y | +461.4% | +19.5% | +441.9% | +299.5% |
| All | +641.7% | +84.6% | +557.1% | +286.1% |
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 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