-30.3%
LII vs RNG
+117.7%
-148.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -1.2% |
| 7D | +2.1% | -0.8% | +2.9% | +2.1% |
| 30D | -12.4% | +11.4% | -23.8% | -12.8% |
| 3M | -24.8% | +72.1% | -96.9% | -26.2% |
| 6M | -25.2% | +67.9% | -93.1% | -26.6% |
| YTD | -20.3% | +144.3% | -164.6% | -26.5% |
| All | -30.3% | +117.7% | -148.0% | -36.0% |
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