+31.2%
BLK vs LII
+21.2%
+10.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.2% |
| 7D | -2.7% | +0.5% | -3.1% | -2.9% |
| 30D | -4.8% | -11.2% | +6.5% | -0.3% |
| 3M | +6.5% | -28.8% | +35.3% | +19.3% |
| 6M | +13.2% | -26.9% | +40.1% | +24.5% |
| YTD | +1.8% | -22.2% | +24.0% | +8.3% |
| 1Y | -1.0% | -32.0% | +31.0% | +11.2% |
| 3Y | +66.0% | -0.4% | +66.4% | +44.6% |
| 5Y | +31.2% | +22.4% | +8.8% | -6.3% |
| All | +31.2% | +21.2% | +10.1% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling