+3.3%
BLK vs LII
-28.2%
+31.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | -3.6% | -0.7% | -2.9% | -3.5% |
| 30D | -1.0% | -12.6% | +11.6% | +1.4% |
| 3M | +10.4% | -24.4% | +34.8% | +14.7% |
| 6M | +8.2% | -28.7% | +36.9% | +12.7% |
| YTD | +6.0% | -19.1% | +25.2% | +7.7% |
| 1Y | +3.3% | -29.7% | +33.0% | +5.1% |
| All | +3.3% | -28.2% | +31.5% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling