+162.9%
LII vs RL
+342.1%
-179.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.5% |
| 7D | -0.2% | +2.4% | -2.6% | -1.0% |
| 30D | -0.6% | +4.6% | -5.1% | -2.0% |
| 3M | -17.0% | -1.1% | -15.9% | -16.8% |
| 6M | -31.1% | +16.5% | -47.7% | -34.9% |
| YTD | -27.7% | +11.4% | -39.1% | -30.8% |
| 1Y | -26.2% | +16.1% | -42.2% | -30.2% |
| 3Y | -9.6% | +252.6% | -262.2% | -40.3% |
| 5Y | +15.7% | +244.9% | -229.2% | -24.9% |
| All | +162.9% | +342.1% | -179.2% | +62.6% |
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