+162.9%
LII vs RRC
+71.8%
+91.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -0.2% | +2.5% | -2.7% | -0.4% |
| 30D | -0.6% | +21.1% | -21.7% | -2.1% |
| 3M | -17.0% | +28.4% | -45.4% | -18.7% |
| 6M | -31.1% | +26.5% | -57.6% | -32.6% |
| YTD | -27.7% | +47.0% | -74.7% | -30.2% |
| 1Y | -26.2% | +35.2% | -61.4% | -28.3% |
| 3Y | -9.6% | +61.0% | -70.6% | -14.0% |
| 5Y | +15.7% | +133.6% | -117.9% | +5.7% |
| All | +162.9% | +71.8% | +91.1% | +112.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling