-47.6%
BMNR vs LII
-34.1%
-13.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.2% | +4.1% |
| 7D | +0.2% | -6.3% | +6.5% | +2.7% |
| 30D | +39.9% | -13.0% | +52.9% | +47.1% |
| 3M | +51.5% | -29.0% | +80.5% | +69.3% |
| 6M | +18.9% | -27.7% | +46.6% | +29.5% |
| YTD | -7.8% | -24.2% | +16.4% | -4.9% |
| 1Y | -47.6% | -34.8% | -12.8% | -42.1% |
| All | -47.6% | -34.1% | -13.5% | -42.1% |
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