+175.7%
BP vs LII
+3,124.4%
-2,948.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | +0.3% |
| 7D | +3.9% | -0.7% | +4.7% | +4.1% |
| 30D | +7.6% | -12.6% | +20.2% | +10.9% |
| 3M | +0.7% | -24.4% | +25.1% | +5.9% |
| 6M | +15.5% | -28.7% | +44.2% | +22.1% |
| YTD | +30.8% | -19.1% | +50.0% | +33.7% |
| 1Y | +34.3% | -29.7% | +64.0% | +41.3% |
| 3Y | +35.1% | +4.8% | +30.3% | +25.2% |
| 5Y | +126.8% | +24.6% | +102.3% | +95.9% |
| 10Y | +123.4% | +169.2% | -45.8% | +54.0% |
| All | +175.7% | +3,124.4% | -2,948.6% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling