+668.0%
BE vs LII
+86.7%
+581.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.1% | -5.7% |
| 7D | +10.8% | +2.9% | +7.9% | +8.9% |
| 30D | -19.8% | +0.9% | -20.7% | -21.5% |
| 3M | -18.7% | -15.5% | -3.2% | -10.6% |
| 6M | -33.7% | -30.2% | -3.5% | -19.3% |
| YTD | +121.0% | -26.8% | +147.8% | +157.6% |
| 1Y | +85.4% | -25.3% | +110.7% | +113.7% |
| 3Y | +1,709.5% | -7.8% | +1,717.3% | +1,549.8% |
| 5Y | +462.2% | +17.0% | +445.2% | +307.0% |
| All | +668.0% | +86.7% | +581.2% | +296.9% |
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 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