-27.8%
LII vs RNG
+169.5%
-197.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.2% |
| 7D | -1.2% | -6.2% | +5.0% | -1.0% |
| 30D | -2.0% | -8.0% | +6.1% | -1.9% |
| 3M | -20.2% | +15.7% | -35.9% | -20.7% |
| 6M | -32.5% | +60.3% | -92.9% | -33.3% |
| YTD | -27.4% | +153.8% | -181.2% | -32.2% |
| All | -27.8% | +169.5% | -197.2% | -34.7% |
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 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