+25.7%
BIL vs LII
+172.8%
-147.1%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | +0.1% | -2.3% | +2.4% | +0.1% |
| 30D | 0.0% | -1.7% | +1.7% | 0.0% |
| 3M | +0.6% | -18.3% | +18.9% | +0.6% |
| 6M | +1.5% | -32.3% | +33.8% | +1.5% |
| YTD | +2.8% | -27.1% | +29.9% | +2.8% |
| 1Y | +3.3% | -27.2% | +30.5% | +3.3% |
| 3Y | +13.4% | -8.9% | +22.4% | +13.4% |
| 5Y | +19.8% | +19.7% | +0.2% | +19.8% |
| 10Y | +25.7% | +168.9% | -143.2% | +25.6% |
| All | +25.7% | +172.8% | -147.1% | +25.6% |
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