+1,050.6%
LII vs BAH
+886.2%
+164.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.6% | +1.6% |
| 7D | -0.7% | -3.2% | +2.5% | +0.2% |
| 30D | -12.6% | +2.0% | -14.6% | -13.2% |
| 3M | -24.4% | -7.6% | -16.8% | -23.0% |
| 6M | -28.7% | -5.7% | -23.0% | -28.4% |
| YTD | -19.1% | -11.7% | -7.4% | -18.0% |
| 1Y | -29.7% | -27.4% | -2.3% | -24.7% |
| 3Y | +4.8% | -32.5% | +37.3% | +11.3% |
| 5Y | +24.6% | -3.3% | +27.9% | +17.0% |
| 10Y | +169.2% | +186.0% | -16.8% | +81.4% |
| All | +1,050.6% | +886.2% | +164.4% | +377.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling