+435.6%
LII vs RNG
+320.7%
+114.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.6% |
| 7D | -0.6% | -11.3% | +10.7% | +1.0% |
| 30D | -4.6% | -5.7% | +1.1% | -4.1% |
| 3M | -21.2% | +16.8% | -38.0% | -23.2% |
| 6M | -36.4% | +58.5% | -94.9% | -41.3% |
| YTD | -28.9% | +151.3% | -180.2% | -39.8% |
| 1Y | -29.5% | +169.0% | -198.5% | -41.0% |
| 3Y | -8.6% | +156.9% | -165.5% | -24.9% |
| 5Y | +20.2% | -69.0% | +89.2% | +20.0% |
| 10Y | +166.2% | +262.0% | -95.8% | +80.7% |
| All | +435.6% | +320.7% | +114.9% | +250.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling