+15.7%
LII vs BB
-14.0%
+29.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.3% |
| 7D | -0.2% | +9.0% | -9.2% | -1.6% |
| 30D | -0.6% | +7.7% | -8.3% | -2.1% |
| 3M | -17.0% | +4.0% | -21.0% | -18.3% |
| 6M | -31.1% | +46.6% | -77.8% | -37.0% |
| YTD | -27.7% | +140.6% | -168.3% | -39.6% |
| 1Y | -26.2% | +103.1% | -129.3% | -36.7% |
| 3Y | -9.6% | +150.5% | -160.2% | -29.3% |
| 5Y | +15.7% | -15.4% | +31.1% | +11.3% |
| All | +15.7% | -14.0% | +29.7% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling