+20.4%
LII vs RL
+226.8%
-206.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.4% |
| 7D | -0.6% | -4.2% | +3.5% | +1.0% |
| 30D | -4.6% | +4.3% | -8.9% | -6.2% |
| 3M | -21.2% | -4.6% | -16.6% | -19.9% |
| 6M | -36.4% | +1.7% | -38.2% | -37.5% |
| YTD | -28.9% | +7.3% | -36.3% | -31.9% |
| 1Y | -29.5% | +20.8% | -50.3% | -35.7% |
| 3Y | -8.6% | +247.0% | -255.5% | -48.7% |
| All | +20.4% | +226.8% | -206.4% | -34.0% |
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