+22.6%
LII vs RL
+232.3%
-209.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.3% | +4.5% | +0.1% |
| 7D | +0.2% | -4.7% | +4.9% | +2.0% |
| 30D | -4.6% | +3.6% | -8.2% | -5.9% |
| 3M | -21.7% | +0.5% | -22.2% | -22.1% |
| 6M | -32.8% | +6.6% | -39.4% | -35.2% |
| YTD | -27.5% | +8.8% | -36.3% | -30.9% |
| 1Y | -28.0% | +21.8% | -49.7% | -34.5% |
| 3Y | -7.2% | +245.8% | -253.0% | -47.8% |
| 5Y | +22.6% | +230.0% | -207.4% | -33.5% |
| All | +22.6% | +232.3% | -209.7% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling