+38.4%
BX vs LII
+5.3%
+33.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.6% |
| 7D | -4.4% | -0.7% | -3.7% | -4.1% |
| 30D | +0.1% | -12.6% | +12.7% | +6.2% |
| 3M | +16.0% | -24.4% | +40.5% | +28.9% |
| 6M | +21.6% | -28.7% | +50.3% | +38.0% |
| YTD | -8.9% | -19.1% | +10.2% | -4.1% |
| 1Y | -16.6% | -29.7% | +13.1% | -5.8% |
| All | +38.4% | +5.3% | +33.1% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling