+167.2%
LII vs RJF
+428.9%
-261.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | +2.1% | +1.8% | +0.3% | +1.4% |
| 30D | -12.4% | 0.0% | -12.4% | -12.4% |
| 3M | -24.8% | +18.0% | -42.8% | -29.5% |
| 6M | -25.2% | +17.0% | -42.1% | -29.6% |
| YTD | -20.3% | +11.1% | -31.4% | -23.9% |
| 1Y | -32.9% | +8.0% | -40.9% | -35.5% |
| 3Y | +2.0% | +73.3% | -71.2% | -18.8% |
| 5Y | +24.4% | +107.4% | -83.0% | -8.4% |
| 10Y | +167.2% | +428.5% | -261.3% | +45.1% |
| All | +167.2% | +428.9% | -261.6% | +45.1% |
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