+171.8%
LII vs RRC
+60.0%
+111.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | -1.2% | -10.3% | +9.1% | -0.4% |
| 30D | -2.0% | +19.5% | -21.4% | -3.4% |
| 3M | -20.2% | +27.9% | -48.2% | -21.9% |
| 6M | -32.5% | +21.2% | -53.7% | -33.8% |
| YTD | -27.4% | +39.6% | -66.9% | -29.7% |
| 1Y | -28.2% | +31.3% | -59.4% | -30.1% |
| 3Y | -7.2% | +51.9% | -59.2% | -11.4% |
| 5Y | +19.9% | +110.2% | -90.3% | +10.3% |
| All | +171.8% | +60.0% | +111.8% | +122.1% |
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