+3,188.9%
LII vs RL
+2,262.4%
+926.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.9% | +0.5% |
| 7D | -0.7% | -0.8% | +0.1% | -0.4% |
| 30D | -12.6% | -7.8% | -4.8% | -10.4% |
| 3M | -24.4% | -4.0% | -20.4% | -23.6% |
| 6M | -28.7% | -1.9% | -26.8% | -28.9% |
| YTD | -19.1% | -0.2% | -19.0% | -19.9% |
| 1Y | -29.7% | +10.7% | -40.4% | -32.8% |
| 3Y | +4.8% | +210.8% | -206.0% | -30.4% |
| 5Y | +24.6% | +238.2% | -213.7% | -21.4% |
| 10Y | +169.2% | +313.4% | -144.2% | +43.0% |
| All | +3,188.9% | +2,262.4% | +926.5% | +775.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling