+20.4%
LII vs RNG
-69.1%
+89.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.5% |
| 7D | -0.6% | -11.3% | +10.7% | +1.2% |
| 30D | -4.6% | -5.7% | +1.1% | -4.0% |
| 3M | -21.2% | +16.8% | -38.0% | -23.6% |
| 6M | -36.4% | +58.5% | -94.9% | -42.1% |
| YTD | -28.9% | +151.3% | -180.2% | -42.1% |
| 1Y | -29.5% | +169.0% | -198.5% | -43.4% |
| 3Y | -8.6% | +156.9% | -165.5% | -28.6% |
| All | +20.4% | -69.1% | +89.6% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling