+212.3%
BMNR vs LII
-32.9%
+245.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.7% |
| 7D | -8.5% | -3.5% | -5.0% | -5.7% |
| 30D | +33.8% | -13.5% | +47.3% | +51.1% |
| 3M | +54.7% | -26.0% | +80.7% | +88.3% |
| 6M | +16.7% | -26.8% | +43.6% | +40.3% |
| YTD | -10.9% | -22.9% | +12.0% | -9.8% |
| 1Y | -46.9% | -32.6% | -14.3% | -27.2% |
| All | +212.3% | -32.9% | +245.2% | -72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling