+127.0%
BP vs LII
+166.2%
-39.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -6.3% | +0.4% | -6.7% | -6.4% |
| 30D | -3.6% | -2.4% | -1.2% | -3.5% |
| 3M | +5.2% | -17.5% | +22.7% | +8.4% |
| 6M | +5.3% | -32.8% | +38.2% | +11.2% |
| YTD | +33.1% | -27.7% | +60.8% | +37.0% |
| 1Y | +26.3% | -28.1% | +54.4% | +29.9% |
| 3Y | +47.5% | -9.7% | +57.2% | +38.2% |
| 5Y | +106.2% | +19.5% | +86.7% | +74.4% |
| 10Y | +127.0% | +170.6% | -43.7% | +59.4% |
| All | +127.0% | +166.2% | -39.3% | +59.4% |
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 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