-19.6%
BX vs LII
-32.7%
+13.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | -2.0% | +2.1% | -4.1% | -2.5% |
| 30D | -2.3% | -12.4% | +10.1% | +0.8% |
| 3M | +18.5% | -24.8% | +43.3% | +25.4% |
| 6M | +23.7% | -25.2% | +48.9% | +30.3% |
| YTD | -10.4% | -20.3% | +9.9% | -7.3% |
| 1Y | -19.6% | -32.9% | +13.4% | -15.6% |
| All | -19.6% | -32.7% | +13.2% | -15.6% |
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