+269.1%
BLK vs LII
+170.6%
+98.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | -5.2% | -3.5% | -1.7% | -3.7% |
| 30D | -7.0% | -13.5% | +6.5% | -0.9% |
| 3M | +5.7% | -26.0% | +31.7% | +18.1% |
| 6M | +11.0% | -26.8% | +37.8% | +23.6% |
| YTD | +0.9% | -22.9% | +23.7% | +8.8% |
| 1Y | -1.6% | -32.6% | +31.0% | +12.6% |
| 3Y | +64.5% | -1.3% | +65.8% | +46.8% |
| 5Y | +30.9% | +23.1% | +7.8% | -0.1% |
| All | +269.1% | +170.6% | +98.5% | +98.7% |
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