-29.7%
LII vs RNG
+144.7%
-174.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.0% | +1.3% |
| 7D | -0.7% | +5.8% | -6.5% | -1.0% |
| 30D | -12.6% | +19.6% | -32.2% | -13.3% |
| 3M | -24.4% | +67.0% | -91.5% | -26.0% |
| 6M | -28.7% | +88.4% | -117.1% | -31.0% |
| YTD | -19.1% | +155.5% | -174.6% | -26.1% |
| 1Y | -29.7% | +141.7% | -171.4% | -35.8% |
| All | -29.7% | +144.7% | -174.4% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling