+168.6%
LII vs BAH
+218.8%
-50.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.8% |
| 7D | -1.2% | -1.5% | +0.3% | -0.8% |
| 30D | -2.0% | +17.3% | -19.2% | -6.3% |
| 3M | -20.2% | +14.9% | -35.1% | -23.5% |
| 6M | -32.5% | +14.2% | -46.8% | -35.6% |
| YTD | -27.4% | +5.1% | -32.5% | -30.0% |
| 1Y | -28.2% | +2.1% | -30.2% | -30.3% |
| 3Y | -7.2% | -26.0% | +18.8% | -4.0% |
| 5Y | +19.9% | +9.0% | +10.9% | +7.2% |
| 10Y | +168.6% | +208.8% | -40.2% | +79.4% |
| All | +168.6% | +218.8% | -50.1% | +79.4% |
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