+15.5%
BND vs LII
+167.7%
-152.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +0.1% | +2.1% | -2.0% | +0.1% |
| 30D | -0.4% | -12.4% | +12.1% | +0.1% |
| 3M | -0.2% | -24.8% | +24.6% | +0.6% |
| 6M | -1.2% | -25.2% | +24.0% | -0.4% |
| YTD | -0.3% | -20.3% | +19.9% | +0.2% |
| 1Y | +0.4% | -32.9% | +33.3% | +1.4% |
| 3Y | +13.4% | +2.0% | +11.4% | +12.6% |
| 5Y | -1.5% | +24.4% | -26.0% | -3.5% |
| 10Y | +15.5% | +167.2% | -151.8% | +12.7% |
| All | +15.5% | +167.7% | -152.3% | +12.7% |
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