+316.2%
BLK vs LII
+166.1%
+150.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | +3.9% | -0.2% | +4.1% | +4.0% |
| 30D | +14.1% | -0.6% | +14.7% | +13.8% |
| 3M | +5.3% | -17.0% | +22.3% | +13.7% |
| 6M | +12.6% | -31.1% | +43.7% | +28.9% |
| YTD | +15.5% | -27.7% | +43.2% | +27.5% |
| 1Y | +13.6% | -26.2% | +39.7% | +24.0% |
| 3Y | +95.6% | -9.6% | +105.2% | +81.3% |
| 5Y | +41.4% | +15.7% | +25.7% | +10.2% |
| All | +316.2% | +166.1% | +150.1% | +123.4% |
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