+181.3%
BP vs LII
+2,790.7%
-2,609.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.3% |
| 7D | -11.2% | +0.2% | -11.4% | -11.4% |
| 30D | -0.7% | -4.6% | +3.9% | 0.0% |
| 3M | +9.8% | -21.7% | +31.5% | +15.5% |
| 6M | -1.6% | -32.8% | +31.2% | +5.6% |
| YTD | +33.5% | -27.5% | +61.0% | +39.2% |
| 1Y | +31.7% | -28.0% | +59.7% | +37.4% |
| 3Y | +45.1% | -7.2% | +52.4% | +38.2% |
| 5Y | +105.9% | +22.6% | +83.3% | +77.1% |
| 10Y | +134.4% | +171.5% | -37.1% | +60.2% |
| All | +181.3% | +2,790.7% | -2,609.3% | +2.7% |
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