+285.2%
BN vs LII
+170.7%
+114.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +2.8% |
| 7D | +3.6% | -1.2% | +4.8% | +4.3% |
| 30D | +15.9% | -2.0% | +17.8% | +16.5% |
| 3M | -2.3% | -20.2% | +17.9% | +8.2% |
| 6M | -8.4% | -32.5% | +24.1% | +7.6% |
| YTD | -5.9% | -27.4% | +21.5% | +4.9% |
| 1Y | -5.6% | -28.2% | +22.6% | +5.6% |
| 3Y | +104.2% | -7.2% | +111.5% | +93.4% |
| 5Y | +35.5% | +19.9% | +15.6% | +8.4% |
| 10Y | +285.2% | +168.6% | +116.6% | +129.2% |
| All | +285.2% | +170.7% | +114.5% | +129.2% |
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