-7.4%
BN vs LII
-28.7%
+21.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +4.3% | +0.4% | +3.9% | +4.3% |
| 30D | +14.3% | -2.4% | +16.7% | +14.6% |
| 3M | -4.1% | -17.5% | +13.4% | 0.0% |
| 6M | -9.7% | -32.8% | +23.2% | -2.6% |
| YTD | -7.1% | -27.7% | +20.5% | -3.6% |
| 1Y | -7.4% | -28.1% | +20.6% | -3.8% |
| All | -7.4% | -28.7% | +21.2% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling