+302.3%
BN vs LII
+172.8%
+129.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.2% |
| 7D | -2.4% | -2.3% | -0.1% | -1.3% |
| 30D | +13.5% | -1.7% | +15.2% | +14.0% |
| 3M | -5.9% | -18.3% | +12.3% | +3.1% |
| 6M | -8.9% | -32.3% | +23.4% | +6.8% |
| YTD | -7.9% | -27.1% | +19.2% | +2.5% |
| 1Y | -8.3% | -27.2% | +18.9% | +1.9% |
| 3Y | +100.8% | -8.9% | +109.7% | +92.1% |
| 5Y | +38.2% | +19.7% | +18.6% | +10.7% |
| 10Y | +302.3% | +168.9% | +133.4% | +138.2% |
| All | +302.3% | +172.8% | +129.5% | +138.2% |
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