+167.2%
LII vs BAH
+182.5%
-15.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -1.1% |
| 7D | +2.1% | -4.3% | +6.4% | +3.3% |
| 30D | -12.4% | -4.5% | -8.0% | -11.4% |
| 3M | -24.8% | -7.6% | -17.2% | -23.4% |
| 6M | -25.2% | -10.6% | -14.6% | -23.6% |
| YTD | -20.3% | -12.6% | -7.7% | -18.9% |
| 1Y | -32.9% | -27.0% | -6.0% | -28.2% |
| 3Y | +2.0% | -31.5% | +33.5% | +7.4% |
| 5Y | +24.4% | -3.8% | +28.3% | +15.2% |
| 10Y | +167.2% | +183.9% | -16.7% | +88.9% |
| All | +167.2% | +182.5% | -15.3% | +88.9% |
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