+171.4%
LII vs RNG
+215.2%
-43.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.7% | -2.3% |
| 7D | +0.5% | -4.1% | +4.5% | +1.0% |
| 30D | -11.2% | +8.6% | -19.9% | -12.3% |
| 3M | -28.8% | +78.0% | -106.8% | -34.8% |
| 6M | -26.9% | +67.0% | -94.0% | -33.2% |
| YTD | -22.2% | +142.4% | -164.6% | -33.7% |
| 1Y | -32.0% | +120.4% | -152.4% | -41.3% |
| 3Y | -0.4% | +122.1% | -122.6% | -16.6% |
| 5Y | +22.4% | -69.8% | +92.3% | +21.0% |
| 10Y | +171.4% | +223.4% | -52.0% | +100.7% |
| All | +171.4% | +215.2% | -43.8% | +100.7% |
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