+710.1%
BX vs LII
+170.7%
+539.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +2.6% |
| 7D | +3.3% | -1.2% | +4.4% | +4.1% |
| 30D | +9.6% | -2.0% | +11.5% | +10.4% |
| 3M | -8.7% | -20.2% | +11.6% | +2.8% |
| 6M | +2.2% | -32.5% | +34.8% | +23.2% |
| YTD | -16.2% | -27.4% | +11.2% | -5.1% |
| 1Y | -11.5% | -28.2% | +16.7% | +0.7% |
| 3Y | +41.0% | -7.2% | +48.2% | +32.5% |
| 5Y | +1.1% | +19.9% | -18.8% | -21.8% |
| 10Y | +710.1% | +168.6% | +541.5% | +311.1% |
| All | +710.1% | +170.7% | +539.4% | +311.1% |
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