+53.9%
BEN vs LII
+170.7%
-116.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.2% | +5.3% |
| 7D | +12.2% | -1.2% | +13.4% | +12.9% |
| 30D | +12.1% | -2.0% | +14.0% | +12.5% |
| 3M | +7.3% | -20.2% | +27.5% | +18.7% |
| 6M | +17.9% | -32.5% | +50.4% | +38.3% |
| YTD | +55.4% | -27.4% | +82.8% | +73.2% |
| 1Y | +69.3% | -28.2% | +97.5% | +89.4% |
| 3Y | +82.8% | -7.2% | +90.1% | +66.3% |
| 5Y | +28.8% | +19.9% | +8.9% | -2.5% |
| 10Y | +53.9% | +168.6% | -114.7% | -17.5% |
| All | +53.9% | +170.7% | -116.8% | -17.5% |
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