+165.4%
LII vs BAH
+220.7%
-55.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.5% | -0.8% |
| 7D | -0.6% | -3.5% | +2.9% | +0.3% |
| 30D | -4.6% | +24.3% | -28.8% | -10.3% |
| 3M | -21.2% | +16.3% | -37.5% | -24.7% |
| 6M | -36.4% | +13.6% | -50.0% | -39.2% |
| YTD | -28.9% | +3.5% | -32.4% | -31.3% |
| 1Y | -29.5% | +2.7% | -32.2% | -31.8% |
| 3Y | -8.6% | -26.6% | +18.0% | -5.3% |
| 5Y | +20.2% | +8.5% | +11.7% | +7.6% |
| All | +165.4% | +220.7% | -55.3% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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