+846.1%
BX vs LII
+1,184.4%
-338.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.9% |
| 7D | +1.8% | -0.6% | +2.4% | +2.3% |
| 30D | +7.9% | -4.6% | +12.5% | +10.5% |
| 3M | -9.6% | -21.2% | +11.6% | +3.5% |
| 6M | -2.3% | -36.4% | +34.2% | +23.9% |
| YTD | -19.3% | -28.9% | +9.7% | -6.3% |
| 1Y | -13.2% | -29.5% | +16.3% | +1.0% |
| 3Y | +33.8% | -8.6% | +42.4% | +28.1% |
| 5Y | 0.0% | +20.2% | -20.2% | -20.5% |
| 10Y | +685.4% | +166.2% | +519.1% | +255.8% |
| All | +846.1% | +1,184.4% | -338.4% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling