+122.1%
BP vs LII
+168.6%
-46.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | +0.3% |
| 7D | +3.9% | -0.7% | +4.7% | +4.0% |
| 30D | +7.6% | -12.6% | +20.2% | +10.1% |
| 3M | +0.7% | -24.4% | +25.1% | +4.6% |
| 6M | +15.5% | -28.7% | +44.2% | +20.9% |
| YTD | +30.8% | -19.1% | +50.0% | +32.5% |
| 1Y | +34.3% | -29.7% | +64.0% | +40.0% |
| 3Y | +35.1% | +4.8% | +30.3% | +22.9% |
| 5Y | +126.8% | +24.6% | +102.3% | +93.7% |
| All | +122.1% | +168.6% | -46.4% | +54.9% |
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