+168.9%
LII vs RL
+347.1%
-178.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.2% |
| 7D | -2.3% | -4.4% | +2.1% | -1.0% |
| 30D | -1.7% | +5.6% | -7.3% | -3.4% |
| 3M | -18.3% | -0.6% | -17.6% | -18.2% |
| 6M | -32.3% | +15.5% | -47.8% | -35.8% |
| YTD | -27.1% | +12.3% | -39.4% | -30.4% |
| 1Y | -27.2% | +19.3% | -46.5% | -31.8% |
| 3Y | -8.9% | +255.5% | -264.5% | -40.0% |
| 5Y | +19.7% | +247.1% | -227.4% | -22.4% |
| 10Y | +168.9% | +346.0% | -177.1% | +62.2% |
| All | +168.9% | +347.1% | -178.2% | +62.2% |
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