+2,841.2%
LII vs BB
+137.1%
+2,704.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.3% |
| 7D | +0.4% | +11.6% | -11.2% | -0.8% |
| 30D | -2.4% | +2.6% | -5.0% | -3.0% |
| 3M | -17.5% | +3.5% | -21.0% | -18.3% |
| 6M | -32.8% | +43.5% | -76.3% | -36.5% |
| YTD | -27.7% | +141.2% | -168.9% | -35.8% |
| 1Y | -28.1% | +97.4% | -125.5% | -34.8% |
| 3Y | -9.7% | +151.1% | -160.8% | -22.7% |
| 5Y | +19.5% | -12.8% | +32.3% | +11.9% |
| 10Y | +170.6% | +27.5% | +143.1% | +117.6% |
| All | +2,841.2% | +137.1% | +2,704.1% | +1,961.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling