+130.2%
BP vs LII
+162.0%
-31.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.1% |
| 7D | -11.6% | -0.6% | -11.0% | -11.6% |
| 30D | 0.0% | -4.6% | +4.6% | +0.5% |
| 3M | +6.7% | -21.2% | +28.0% | +10.8% |
| 6M | +2.2% | -36.4% | +38.6% | +9.1% |
| YTD | +33.0% | -28.9% | +61.9% | +37.2% |
| 1Y | +30.7% | -29.5% | +60.2% | +35.0% |
| 3Y | +44.2% | -8.6% | +52.8% | +34.4% |
| 5Y | +105.1% | +20.2% | +84.9% | +72.5% |
| All | +130.2% | +162.0% | -31.7% | +63.2% |
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