+19.9%
LII vs RL
+240.9%
-221.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.8% | -3.6% | -0.1% |
| 7D | -1.2% | +0.2% | -1.4% | -1.4% |
| 30D | -2.0% | +7.3% | -9.3% | -4.7% |
| 3M | -20.2% | +1.0% | -21.3% | -20.8% |
| 6M | -32.5% | +11.8% | -44.3% | -36.1% |
| YTD | -27.4% | +13.6% | -41.0% | -32.0% |
| 1Y | -28.2% | +24.0% | -52.2% | -35.1% |
| 3Y | -7.2% | +256.6% | -263.8% | -48.4% |
| 5Y | +19.9% | +240.2% | -220.3% | -35.8% |
| All | +19.9% | +240.9% | -221.0% | -35.8% |
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