+8,803.7%
BN vs LII
+2,783.5%
+6,020.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +4.3% | +0.4% | +3.9% | +4.2% |
| 30D | +14.3% | -2.4% | +16.7% | +14.9% |
| 3M | -4.1% | -17.5% | +13.4% | +1.9% |
| 6M | -9.7% | -32.8% | +23.2% | +1.3% |
| YTD | -7.1% | -27.7% | +20.5% | +0.9% |
| 1Y | -7.4% | -28.1% | +20.6% | +0.6% |
| 3Y | +102.3% | -9.7% | +112.0% | +102.6% |
| 5Y | +35.9% | +19.5% | +16.4% | +23.2% |
| 10Y | +289.2% | +170.6% | +118.6% | +175.4% |
| All | +8,803.7% | +2,783.5% | +6,020.1% | +3,449.2% |
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 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