+170.6%
LII vs BAH
+210.6%
-40.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.7% |
| 7D | +0.4% | +0.5% | 0.0% | +0.3% |
| 30D | -2.4% | +18.2% | -20.6% | -6.9% |
| 3M | -17.5% | +13.1% | -30.6% | -20.5% |
| 6M | -32.8% | +15.2% | -48.0% | -36.0% |
| YTD | -27.7% | +6.0% | -33.7% | -30.5% |
| 1Y | -28.1% | +3.1% | -31.2% | -30.4% |
| 3Y | -9.7% | -26.2% | +16.5% | -6.4% |
| 5Y | +19.5% | +9.3% | +10.2% | +6.8% |
| 10Y | +170.6% | +212.3% | -41.7% | +81.0% |
| All | +170.6% | +210.6% | -40.0% | +81.0% |
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