-16.6%
BX vs LII
-28.2%
+11.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.4% |
| 7D | -4.4% | -0.7% | -3.7% | -4.2% |
| 30D | +0.1% | -12.6% | +12.7% | +3.3% |
| 3M | +16.0% | -24.4% | +40.5% | +22.7% |
| 6M | +21.6% | -28.7% | +50.3% | +29.5% |
| YTD | -8.9% | -19.1% | +10.2% | -6.1% |
| 1Y | -16.6% | -29.7% | +13.1% | -13.2% |
| All | -16.6% | -28.2% | +11.6% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling