+168.6%
LII vs RJF
+371.5%
-202.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.0% |
| 7D | -1.2% | +3.4% | -4.6% | -2.4% |
| 30D | -2.0% | +5.9% | -7.9% | -4.0% |
| 3M | -20.2% | -4.6% | -15.6% | -18.8% |
| 6M | -32.5% | +9.5% | -42.0% | -35.0% |
| YTD | -27.4% | +6.0% | -33.3% | -29.5% |
| 1Y | -28.2% | +4.3% | -32.5% | -29.9% |
| 3Y | -7.2% | +76.6% | -83.8% | -26.9% |
| 5Y | +19.9% | +80.6% | -60.7% | -7.5% |
| 10Y | +168.6% | +346.5% | -177.8% | +51.7% |
| All | +168.6% | +371.5% | -202.8% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling