+447.4%
LII vs RNG
+324.9%
+122.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.1% |
| 7D | -1.2% | -6.2% | +5.0% | -0.3% |
| 30D | -2.0% | -8.0% | +6.1% | -1.1% |
| 3M | -20.2% | +15.7% | -35.9% | -22.2% |
| 6M | -32.5% | +60.3% | -92.9% | -37.8% |
| YTD | -27.4% | +153.8% | -181.2% | -38.6% |
| 1Y | -28.2% | +172.2% | -200.3% | -39.9% |
| 3Y | -7.2% | +174.8% | -182.1% | -24.5% |
| 5Y | +19.9% | -68.6% | +88.5% | +19.5% |
| 10Y | +168.6% | +248.2% | -79.6% | +83.3% |
| All | +447.4% | +324.9% | +122.5% | +257.6% |
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