+316.9%
BNY vs LII
+169.1%
+147.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | +3.9% | +2.9% | +0.9% | +2.9% |
| 30D | +11.9% | +0.9% | +11.0% | +11.1% |
| 3M | -5.0% | -15.5% | +10.5% | -0.2% |
| 6M | +14.6% | -30.2% | +44.8% | +26.1% |
| YTD | +34.5% | -26.8% | +61.3% | +43.6% |
| 1Y | +40.6% | -25.3% | +65.9% | +48.8% |
| 3Y | +261.7% | -7.8% | +269.5% | +234.1% |
| 5Y | +192.3% | +17.0% | +175.3% | +136.1% |
| All | +316.9% | +169.1% | +147.8% | +147.9% |
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 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