+168.6%
LII vs BB
+33.0%
+135.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.3% | +1.6% |
| 7D | -1.2% | +15.0% | -16.1% | -2.8% |
| 30D | -2.0% | +3.5% | -5.4% | -2.7% |
| 3M | -20.2% | +2.7% | -22.9% | -21.0% |
| 6M | -32.5% | +44.7% | -77.3% | -36.5% |
| YTD | -27.4% | +143.3% | -170.6% | -36.0% |
| 1Y | -28.2% | +102.2% | -130.4% | -35.5% |
| 3Y | -7.2% | +156.1% | -163.3% | -21.6% |
| 5Y | +19.9% | -17.6% | +37.5% | +10.4% |
| 10Y | +168.6% | +29.0% | +139.7% | +114.3% |
| All | +168.6% | +33.0% | +135.6% | +114.3% |
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