-27.8%
LII vs BUD
+37.1%
-64.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.8% | +1.7% |
| 7D | -1.2% | +1.3% | -2.5% | -1.7% |
| 30D | -2.0% | +10.0% | -12.0% | -5.3% |
| 3M | -20.2% | +1.6% | -21.8% | -21.0% |
| 6M | -32.5% | +6.5% | -39.0% | -35.4% |
| YTD | -27.4% | +34.8% | -62.2% | -38.9% |
| All | -27.8% | +37.1% | -64.8% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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