-7.8%
LII vs RJF
+76.6%
-84.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | +2.9% | +3.6% | -0.6% | +1.4% |
| 30D | +0.9% | +7.2% | -6.3% | -2.0% |
| 3M | -15.5% | -6.5% | -9.0% | -13.2% |
| 6M | -30.2% | +10.3% | -40.5% | -33.1% |
| YTD | -26.8% | +6.5% | -33.3% | -29.6% |
| 1Y | -25.3% | +6.1% | -31.4% | -28.0% |
| 3Y | -7.8% | +74.9% | -82.6% | -37.1% |
| All | -7.8% | +76.6% | -84.4% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling