+165.4%
LII vs BB
+23.8%
+141.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -2.5% |
| 7D | -0.6% | +3.8% | -4.4% | -1.1% |
| 30D | -4.6% | -0.3% | -4.3% | -4.9% |
| 3M | -21.2% | -0.5% | -20.8% | -21.7% |
| 6M | -36.4% | +45.9% | -82.4% | -40.3% |
| YTD | -28.9% | +130.6% | -159.5% | -37.0% |
| 1Y | -29.5% | +89.2% | -118.7% | -36.2% |
| 3Y | -8.6% | +137.5% | -146.1% | -22.1% |
| 5Y | +20.2% | -20.9% | +41.1% | +11.2% |
| All | +165.4% | +23.8% | +141.6% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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