+406.5%
BNY vs LII
+170.6%
+235.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.3% |
| 7D | -1.1% | -3.5% | +2.4% | +0.1% |
| 30D | +1.4% | -13.5% | +14.9% | +6.2% |
| 3M | +16.8% | -26.0% | +42.8% | +26.9% |
| 6M | +42.0% | -26.8% | +68.8% | +53.5% |
| YTD | +41.9% | -22.9% | +64.8% | +49.7% |
| 1Y | +59.2% | -32.6% | +91.8% | +75.4% |
| 3Y | +290.9% | -1.3% | +292.2% | +253.6% |
| 5Y | +259.0% | +23.1% | +236.0% | +186.8% |
| All | +406.5% | +170.6% | +235.9% | +205.1% |
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