+8,591.5%
BN vs LII
+2,734.1%
+5,857.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.3% |
| 7D | +5.3% | -0.6% | +6.0% | +5.7% |
| 30D | +11.9% | -4.6% | +16.5% | +13.4% |
| 3M | -5.7% | -21.2% | +15.5% | +1.6% |
| 6M | -10.6% | -36.4% | +25.8% | +2.1% |
| YTD | -9.4% | -28.9% | +19.6% | -1.0% |
| 1Y | -8.8% | -29.5% | +20.7% | -0.2% |
| 3Y | +95.6% | -8.6% | +104.2% | +95.0% |
| 5Y | +30.2% | +20.2% | +9.9% | +17.8% |
| 10Y | +277.0% | +166.2% | +110.8% | +168.2% |
| All | +8,591.5% | +2,734.1% | +5,857.4% | +3,383.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling