+666.1%
BNY vs LII
+3,124.4%
-2,458.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +43.8% | -19.1% | +62.9% | +50.2% |
| 1Y | +58.9% | -29.7% | +88.6% | +73.5% |
| 3Y | +290.4% | +4.8% | +285.6% | +255.4% |
| 5Y | +250.1% | +24.6% | +225.5% | +192.2% |
| 10Y | +410.7% | +169.2% | +241.5% | +209.6% |
| All | +666.1% | +3,124.4% | -2,458.3% | +91.9% |
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 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