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  • LII vs RJF✓SelectedUSD · RJFLII vs RJF performance historyLatest closeAs of+1.15%09/04
Stock and ETF performance explorer

LII vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-29.7%
RJF return
+7.8%
Excess return
-37.5%
Maximum drawdown
-34.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
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