-29.7%
LII vs RJF
+7.8%
-37.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.7% | +1.6% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | -12.6% | -1.3% | -11.4% | -12.3% |
| 3M | -24.4% | +18.9% | -43.3% | -27.4% |
| 6M | -28.7% | +15.0% | -43.7% | -31.6% |
| YTD | -19.1% | +12.2% | -31.4% | -23.1% |
| 1Y | -29.7% | +5.6% | -35.3% | -34.3% |
| All | -29.7% | +7.8% | -37.5% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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