+666.7%
BNY vs LII
+3,124.4%
-2,457.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | -0.1% |
| 7D | +1.4% | -0.7% | +2.2% | +1.7% |
| 30D | +3.8% | -12.6% | +16.5% | +8.7% |
| 3M | +14.9% | -24.4% | +39.4% | +24.8% |
| 6M | +40.3% | -28.7% | +69.0% | +54.4% |
| YTD | +43.9% | -19.1% | +63.0% | +50.4% |
| 1Y | +59.0% | -29.7% | +88.7% | +73.6% |
| 3Y | +290.7% | +4.8% | +286.0% | +255.7% |
| 5Y | +250.4% | +24.6% | +225.8% | +192.4% |
| 10Y | +411.2% | +169.2% | +242.0% | +209.8% |
| All | +666.7% | +3,124.4% | -2,457.7% | +92.0% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling