-8.6%
LII vs RNG
+154.7%
-163.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.6% |
| 7D | -0.6% | -11.3% | +10.7% | +0.6% |
| 30D | -4.6% | -5.7% | +1.1% | -4.2% |
| 3M | -21.2% | +16.8% | -38.0% | -22.9% |
| 6M | -36.4% | +58.5% | -94.9% | -40.4% |
| YTD | -28.9% | +151.3% | -180.2% | -39.5% |
| 1Y | -29.5% | +169.0% | -198.5% | -40.8% |
| 3Y | -8.6% | +156.9% | -165.5% | -24.4% |
| All | -8.6% | +154.7% | -163.2% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling