+121.4%
BKR vs LII
+170.6%
-49.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.8% | -6.4% |
| 7D | -6.7% | -3.5% | -3.2% | -5.5% |
| 30D | -8.3% | -13.5% | +5.2% | -3.8% |
| 3M | -5.4% | -26.0% | +20.6% | +2.7% |
| 6M | +0.8% | -26.8% | +27.6% | +9.2% |
| YTD | +31.8% | -22.9% | +54.7% | +39.5% |
| 1Y | +28.6% | -32.6% | +61.2% | +42.3% |
| 3Y | +71.2% | -1.3% | +72.5% | +59.5% |
| 5Y | +179.2% | +23.1% | +156.2% | +133.1% |
| All | +121.4% | +170.6% | -49.2% | +39.2% |
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