+27.6%
LII vs BB
-30.6%
+58.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.7% | -5.6% | +4.9% | +0.2% |
| 30D | -12.6% | -11.8% | -0.8% | -11.0% |
| 3M | -24.4% | -25.5% | +1.1% | -21.8% |
| 6M | -28.7% | +121.3% | -150.0% | -38.9% |
| YTD | -19.1% | +103.2% | -122.3% | -29.8% |
| 1Y | -29.7% | +102.6% | -132.3% | -39.4% |
| 3Y | +4.8% | +37.5% | -32.7% | -7.6% |
| All | +27.6% | -30.6% | +58.2% | +15.8% |
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