+112.8%
BP vs LII
+17.0%
+95.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.8% |
| 7D | +3.8% | +2.9% | +0.9% | +3.7% |
| 30D | -5.3% | +0.9% | -6.2% | -5.4% |
| 3M | +9.3% | -15.5% | +24.8% | +10.0% |
| 6M | +7.2% | -30.2% | +37.4% | +8.4% |
| YTD | +38.0% | -26.8% | +64.9% | +38.4% |
| 1Y | +33.2% | -25.3% | +58.5% | +33.1% |
| 3Y | +50.3% | -7.8% | +58.0% | +45.7% |
| All | +112.8% | +17.0% | +95.8% | +97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling