+59.3%
BMY vs LII
+172.8%
-113.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -2.0% | -2.3% | +0.3% | -1.6% |
| 30D | +9.3% | -1.7% | +10.9% | +9.5% |
| 3M | -0.1% | -18.3% | +18.2% | +2.8% |
| 6M | +15.5% | -32.3% | +47.8% | +21.3% |
| YTD | +21.8% | -27.1% | +48.9% | +25.9% |
| 1Y | +34.9% | -27.2% | +62.1% | +39.4% |
| 3Y | +43.2% | -8.9% | +52.1% | +40.3% |
| 5Y | +30.7% | +19.7% | +11.1% | +20.0% |
| 10Y | +59.3% | +168.9% | -109.6% | +26.9% |
| All | +59.3% | +172.8% | -113.5% | +26.9% |
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