+168.9%
LII vs BLDR
+518.5%
-349.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -2.3% | -10.3% | +8.0% | +1.3% |
| 30D | -1.7% | +19.6% | -21.2% | -7.9% |
| 3M | -18.3% | -17.0% | -1.3% | -13.6% |
| 6M | -32.3% | -16.7% | -15.6% | -28.5% |
| YTD | -27.1% | -39.4% | +12.3% | -15.3% |
| 1Y | -27.2% | -41.7% | +14.5% | -14.5% |
| 3Y | -8.9% | -49.9% | +40.9% | +9.1% |
| 5Y | +19.7% | -7.6% | +27.3% | +16.5% |
| 10Y | +168.9% | +502.3% | -333.4% | +50.0% |
| All | +168.9% | +518.5% | -349.6% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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