+911.5%
BE vs LII
+106.4%
+805.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.2% | +6.2% | +6.6% |
| 7D | +20.0% | -0.7% | +20.7% | +20.7% |
| 30D | +7.9% | -12.6% | +20.5% | +17.9% |
| 3M | -13.2% | -24.4% | +11.2% | +2.1% |
| 6M | +53.5% | -28.7% | +82.2% | +89.4% |
| YTD | +191.0% | -19.1% | +210.2% | +223.0% |
| 1Y | +360.5% | -29.7% | +390.2% | +462.2% |
| 3Y | +1,568.0% | +4.8% | +1,563.2% | +1,305.2% |
| 5Y | +1,055.2% | +24.6% | +1,030.6% | +714.0% |
| All | +911.5% | +106.4% | +805.1% | +397.6% |
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