+491.3%
BE vs LII
+18.7%
+472.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.1% |
| 7D | +20.5% | -0.2% | +20.7% | +20.9% |
| 30D | -23.4% | -0.6% | -22.8% | -24.2% |
| 3M | -14.9% | -17.0% | +2.1% | -5.7% |
| 6M | -28.1% | -31.1% | +3.1% | -12.3% |
| YTD | +132.4% | -27.7% | +160.1% | +170.7% |
| 1Y | +59.4% | -26.2% | +85.5% | +83.8% |
| 3Y | +1,815.8% | -9.6% | +1,825.5% | +1,597.4% |
| 5Y | +491.3% | +15.7% | +475.6% | +259.3% |
| All | +491.3% | +18.7% | +472.6% | +259.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling