+30.3%
BN vs LII
+19.9%
+10.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | 0.0% |
| 7D | +5.3% | -0.6% | +6.0% | +5.8% |
| 30D | +11.9% | -4.6% | +16.5% | +13.8% |
| 3M | -5.7% | -21.2% | +15.5% | +4.7% |
| 6M | -10.6% | -36.4% | +25.8% | +7.5% |
| YTD | -9.4% | -28.9% | +19.6% | +1.3% |
| 1Y | -8.8% | -29.5% | +20.7% | +2.2% |
| 3Y | +95.6% | -8.6% | +104.2% | +81.1% |
| All | +30.3% | +19.9% | +10.4% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling