+58.3%
BEN vs LII
+166.2%
-107.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +12.1% | +0.4% | +11.7% | +12.0% |
| 30D | +13.4% | -2.4% | +15.8% | +14.1% |
| 3M | +9.4% | -17.5% | +26.9% | +19.0% |
| 6M | +19.3% | -32.8% | +52.1% | +40.2% |
| YTD | +57.3% | -27.7% | +85.0% | +75.6% |
| 1Y | +69.1% | -28.1% | +97.2% | +89.0% |
| 3Y | +85.6% | -9.7% | +95.3% | +71.5% |
| 5Y | +32.9% | +19.5% | +13.4% | +0.8% |
| 10Y | +58.3% | +170.6% | -112.3% | -14.6% |
| All | +58.3% | +166.2% | -107.9% | -14.6% |
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 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