+44.2%
BP vs LII
-8.7%
+52.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.4% |
| 7D | -11.6% | -0.6% | -11.0% | -11.6% |
| 30D | 0.0% | -4.6% | +4.6% | 0.0% |
| 3M | +6.7% | -21.2% | +28.0% | +7.0% |
| 6M | +2.2% | -36.4% | +38.6% | +2.9% |
| YTD | +33.0% | -28.9% | +61.9% | +31.9% |
| 1Y | +30.7% | -29.5% | +60.2% | +29.7% |
| 3Y | +44.2% | -8.6% | +52.8% | +38.9% |
| All | +44.2% | -8.7% | +52.9% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling