+30.3%
BIL vs LII
+1,225.5%
-1,195.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | 0.0% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | 0.0% | -4.6% | +4.6% | 0.0% |
| 3M | +0.3% | -21.7% | +22.0% | +0.3% |
| 6M | +1.2% | -32.8% | +34.0% | +1.2% |
| YTD | +2.4% | -27.5% | +29.9% | +2.4% |
| 1Y | +3.0% | -28.0% | +31.0% | +3.0% |
| 3Y | +13.1% | -7.2% | +20.4% | +13.1% |
| 5Y | +19.4% | +22.6% | -3.2% | +19.5% |
| 10Y | +25.2% | +171.5% | -146.4% | +25.4% |
| All | +30.3% | +1,225.5% | -1,195.2% | +31.0% |
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