+679.5%
BX vs LII
+167.7%
+511.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.8% |
| 7D | -2.0% | +2.1% | -4.1% | -3.1% |
| 30D | -2.3% | -12.4% | +10.1% | +4.9% |
| 3M | +18.5% | -24.8% | +43.3% | +35.3% |
| 6M | +23.7% | -25.2% | +48.9% | +39.8% |
| YTD | -10.4% | -20.3% | +9.9% | -3.2% |
| 1Y | -19.6% | -32.9% | +13.4% | -4.5% |
| 3Y | +30.8% | +2.0% | +28.8% | +16.9% |
| 5Y | +24.3% | +24.4% | -0.1% | -5.4% |
| 10Y | +679.5% | +167.2% | +512.2% | +300.4% |
| All | +679.5% | +167.7% | +511.7% | +300.4% |
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 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