-6.7%
LII vs RL
+244.8%
-251.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.3% | +4.5% | -0.2% |
| 7D | +0.2% | -4.7% | +4.9% | +1.9% |
| 30D | -4.6% | +3.6% | -8.2% | -5.8% |
| 3M | -21.7% | +0.5% | -22.2% | -22.0% |
| 6M | -32.8% | +6.6% | -39.4% | -34.8% |
| YTD | -27.5% | +8.8% | -36.3% | -30.5% |
| 1Y | -28.0% | +21.8% | -49.7% | -33.6% |
| All | -6.7% | +244.8% | -251.5% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling