+76.4%
BND vs LII
+1,311.5%
-1,235.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | 0.0% |
| 7D | -0.1% | -0.7% | +0.6% | -0.1% |
| 30D | -0.4% | -12.6% | +12.3% | -0.3% |
| 3M | -0.6% | -24.4% | +23.8% | -0.6% |
| 6M | -1.4% | -28.7% | +27.3% | -1.4% |
| YTD | -0.2% | -19.1% | +18.9% | -0.2% |
| 1Y | +1.3% | -29.7% | +31.0% | +1.3% |
| 3Y | +13.2% | +4.8% | +8.4% | +13.4% |
| 5Y | -1.6% | +24.6% | -26.1% | -1.5% |
| 10Y | +15.5% | +169.2% | -153.7% | +17.5% |
| All | +76.4% | +1,311.5% | -1,235.1% | +87.4% |
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