+162.9%
LII vs RNG
+236.7%
-73.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -0.9% |
| 7D | -0.2% | +2.3% | -2.5% | -0.5% |
| 30D | -0.6% | -3.4% | +2.8% | -0.3% |
| 3M | -17.0% | +20.9% | -37.9% | -19.5% |
| 6M | -31.1% | +82.2% | -113.3% | -37.6% |
| YTD | -27.7% | +164.6% | -192.3% | -39.4% |
| 1Y | -26.2% | +177.0% | -203.2% | -38.6% |
| 3Y | -9.6% | +177.4% | -187.0% | -26.8% |
| 5Y | +15.7% | -72.3% | +88.0% | +14.7% |
| All | +162.9% | +236.7% | -73.7% | +94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling