+2,841.2%
LII vs RJF
+3,691.1%
-849.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +0.4% | +4.0% | -3.6% | -1.0% |
| 30D | -2.4% | +6.1% | -8.5% | -4.4% |
| 3M | -17.5% | -5.8% | -11.7% | -15.7% |
| 6M | -32.8% | +9.7% | -42.5% | -35.2% |
| YTD | -27.7% | +6.2% | -33.9% | -29.7% |
| 1Y | -28.1% | +5.3% | -33.4% | -29.9% |
| 3Y | -9.7% | +74.4% | -84.1% | -27.5% |
| 5Y | +19.5% | +81.6% | -62.1% | -6.9% |
| 10Y | +170.6% | +333.6% | -162.9% | +44.7% |
| All | +2,841.2% | +3,691.1% | -849.9% | +630.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling