+3,188.9%
LII vs RJF
+3,907.0%
-718.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.7% | +1.7% |
| 7D | -0.7% | -0.6% | -0.1% | -0.5% |
| 30D | -12.6% | -1.3% | -11.4% | -12.2% |
| 3M | -24.4% | +18.9% | -43.3% | -29.2% |
| 6M | -28.7% | +15.0% | -43.7% | -32.4% |
| YTD | -19.1% | +12.2% | -31.4% | -23.0% |
| 1Y | -29.7% | +5.6% | -35.3% | -31.7% |
| 3Y | +4.8% | +74.9% | -70.1% | -16.1% |
| 5Y | +24.6% | +106.6% | -82.1% | -7.5% |
| 10Y | +169.2% | +433.1% | -263.9% | +33.1% |
| All | +3,188.9% | +3,907.0% | -718.1% | +700.3% |
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 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