+223.1%
BMNR vs LII
-34.1%
+257.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.2% | +5.0% |
| 7D | +0.2% | -6.3% | +6.5% | +6.0% |
| 30D | +39.9% | -13.0% | +52.9% | +57.2% |
| 3M | +51.5% | -29.0% | +80.5% | +92.4% |
| 6M | +18.9% | -27.7% | +46.6% | +43.6% |
| YTD | -7.8% | -24.2% | +16.4% | -5.3% |
| 1Y | -47.6% | -34.8% | -12.8% | -23.2% |
| All | +223.1% | -34.1% | +257.1% | -70.6% |
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