+142.2%
BP vs LII
+169.1%
-26.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | +3.8% | +2.9% | +0.9% | +3.3% |
| 30D | -5.3% | +0.9% | -6.2% | -5.7% |
| 3M | +9.3% | -15.5% | +24.8% | +12.1% |
| 6M | +7.2% | -30.2% | +37.4% | +12.3% |
| YTD | +38.0% | -26.8% | +64.9% | +41.7% |
| 1Y | +33.2% | -25.3% | +58.5% | +35.9% |
| 3Y | +50.3% | -7.8% | +58.0% | +40.2% |
| 5Y | +114.1% | +17.0% | +97.1% | +83.1% |
| All | +142.2% | +169.1% | -26.9% | +66.9% |
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