+62.0%
BMY vs LII
+167.7%
-105.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.0% |
| 7D | -3.3% | +2.1% | -5.4% | -3.6% |
| 30D | 0.0% | -12.4% | +12.4% | +1.9% |
| 3M | +17.7% | -24.8% | +42.5% | +21.9% |
| 6M | +9.6% | -25.2% | +34.8% | +13.3% |
| YTD | +24.0% | -20.3% | +44.2% | +26.6% |
| 1Y | +45.1% | -32.9% | +78.1% | +52.1% |
| 3Y | +22.5% | +2.0% | +20.4% | +18.0% |
| 5Y | +22.3% | +24.4% | -2.2% | +12.3% |
| 10Y | +62.0% | +167.2% | -105.3% | +29.6% |
| All | +62.0% | +167.7% | -105.8% | +29.6% |
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 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