+170.7%
LII vs RL
+313.2%
-142.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.9% | +0.5% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | -12.6% | -7.8% | -4.8% | -10.5% |
| 3M | -24.4% | -4.0% | -20.4% | -23.7% |
| 6M | -28.7% | -1.9% | -26.8% | -28.8% |
| YTD | -19.1% | -0.2% | -19.0% | -19.8% |
| 1Y | -29.7% | +10.7% | -40.4% | -32.6% |
| 3Y | +4.8% | +210.8% | -206.0% | -27.9% |
| 5Y | +24.6% | +238.2% | -213.7% | -18.2% |
| All | +170.7% | +313.2% | -142.4% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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