-32.9%
LII vs BB
+102.8%
-135.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.6% |
| 7D | +2.1% | +0.5% | +1.6% | +2.0% |
| 30D | -12.4% | -12.4% | -0.1% | -11.3% |
| 3M | -24.8% | -15.3% | -9.5% | -24.4% |
| 6M | -25.2% | +128.8% | -153.9% | -33.4% |
| YTD | -20.3% | +107.7% | -127.9% | -28.4% |
| 1Y | -32.9% | +103.9% | -136.8% | -38.4% |
| All | -32.9% | +102.8% | -135.8% | -38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling