+57.5%
BMY vs LII
+170.7%
-113.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.3% |
| 7D | -1.4% | -1.2% | -0.2% | -1.2% |
| 30D | +5.1% | -2.0% | +7.1% | +5.3% |
| 3M | -3.0% | -20.2% | +17.2% | +0.2% |
| 6M | +13.1% | -32.5% | +45.6% | +18.8% |
| YTD | +20.3% | -27.4% | +47.7% | +24.4% |
| 1Y | +39.0% | -28.2% | +67.2% | +43.9% |
| 3Y | +42.0% | -7.2% | +49.2% | +38.7% |
| 5Y | +28.5% | +19.9% | +8.6% | +17.9% |
| 10Y | +57.5% | +168.6% | -111.1% | +26.5% |
| All | +57.5% | +170.7% | -113.2% | +26.5% |
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