-26.2%
LII vs RRC
+44.7%
-70.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.5% | +7.1% | +2.9% |
| 7D | +7.9% | -6.8% | +14.7% | +6.6% |
| 30D | -0.6% | +34.7% | -35.3% | +5.7% |
| 3M | -19.3% | +31.5% | -50.9% | -14.4% |
| 6M | -29.8% | +21.8% | -51.6% | -25.2% |
| YTD | -25.4% | +48.9% | -74.3% | -21.8% |
| 1Y | -26.2% | +42.1% | -68.3% | -22.0% |
| All | -26.2% | +44.7% | -70.9% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling