+296.6%
BN vs LII
+166.1%
+130.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | +13.6% | -0.6% | +14.1% | +13.4% |
| 3M | -6.7% | -17.0% | +10.3% | +1.5% |
| 6M | -9.0% | -31.1% | +22.2% | +5.8% |
| YTD | -8.8% | -27.7% | +18.9% | +1.9% |
| 1Y | -10.6% | -26.2% | +15.5% | -1.4% |
| 3Y | +98.8% | -9.6% | +108.4% | +90.9% |
| 5Y | +33.6% | +15.7% | +18.0% | +8.9% |
| All | +296.6% | +166.1% | +130.5% | +136.7% |
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