+27.6%
LII vs RNG
-70.5%
+98.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.0% | +1.8% |
| 7D | -0.7% | +5.8% | -6.5% | -1.6% |
| 30D | -12.6% | +19.6% | -32.2% | -15.2% |
| 3M | -24.4% | +67.0% | -91.5% | -31.1% |
| 6M | -28.7% | +88.4% | -117.1% | -37.3% |
| YTD | -19.1% | +155.5% | -174.6% | -33.9% |
| 1Y | -29.7% | +141.7% | -171.4% | -42.1% |
| 3Y | +4.8% | +131.1% | -126.3% | -16.3% |
| All | +27.6% | -70.5% | +98.2% | +24.2% |
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