+509.4%
LII vs RNG
+327.7%
+181.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.0% | +1.7% |
| 7D | -0.7% | +5.8% | -6.5% | -1.5% |
| 30D | -12.6% | +19.6% | -32.2% | -14.8% |
| 3M | -24.4% | +67.0% | -91.5% | -30.2% |
| 6M | -28.7% | +88.4% | -117.1% | -36.0% |
| YTD | -19.1% | +155.5% | -174.6% | -31.5% |
| 1Y | -29.7% | +141.7% | -171.4% | -40.1% |
| 3Y | +4.8% | +131.1% | -126.3% | -12.5% |
| 5Y | +24.6% | -70.6% | +95.1% | +25.3% |
| 10Y | +169.2% | +228.2% | -59.0% | +85.5% |
| All | +509.4% | +327.7% | +181.7% | +299.1% |
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 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