+183.3%
BMY vs LII
+3,124.4%
-2,941.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.0% | -2.0% |
| 7D | +0.4% | -0.7% | +1.1% | +0.4% |
| 30D | +5.0% | -12.6% | +17.6% | +7.0% |
| 3M | +19.4% | -24.4% | +43.8% | +23.5% |
| 6M | +9.5% | -28.7% | +38.2% | +14.0% |
| YTD | +28.1% | -19.1% | +47.2% | +30.6% |
| 1Y | +50.0% | -29.7% | +79.7% | +55.9% |
| 3Y | +24.1% | +4.8% | +19.3% | +19.9% |
| 5Y | +25.0% | +24.6% | +0.4% | +15.9% |
| 10Y | +68.7% | +169.2% | -100.5% | +36.7% |
| All | +183.3% | +3,124.4% | -2,941.1% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling