+166.2%
BMY vs LII
+2,734.1%
-2,568.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.3% |
| 7D | -0.5% | -0.6% | +0.1% | -0.4% |
| 30D | +4.1% | -4.6% | +8.7% | +4.7% |
| 3M | -2.1% | -21.2% | +19.1% | +1.2% |
| 6M | +12.2% | -36.4% | +48.6% | +18.9% |
| YTD | +20.3% | -28.9% | +49.3% | +24.9% |
| 1Y | +39.2% | -29.5% | +68.7% | +44.6% |
| 3Y | +35.6% | -8.6% | +44.2% | +33.8% |
| 5Y | +28.6% | +20.2% | +8.4% | +19.6% |
| 10Y | +73.9% | +166.2% | -92.4% | +41.1% |
| All | +166.2% | +2,734.1% | -2,568.0% | +54.6% |
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