+635.8%
BX vs LII
+169.1%
+466.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.8% |
| 7D | +0.6% | +2.9% | -2.4% | -1.0% |
| 30D | +14.2% | +0.9% | +13.3% | +13.2% |
| 3M | -18.7% | -15.5% | -3.2% | -11.2% |
| 6M | +2.5% | -30.2% | +32.7% | +21.2% |
| YTD | -18.8% | -26.8% | +8.0% | -8.4% |
| 1Y | -10.3% | -25.3% | +15.0% | -0.3% |
| 3Y | +35.4% | -7.8% | +43.1% | +27.7% |
| 5Y | +0.3% | +17.0% | -16.7% | -21.4% |
| All | +635.8% | +169.1% | +466.7% | +270.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling