+165.4%
LII vs RRC
+59.4%
+106.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +1.0% | -1.7% |
| 7D | -0.6% | -10.8% | +10.2% | +0.2% |
| 30D | -4.6% | +22.3% | -26.9% | -6.2% |
| 3M | -21.2% | +26.6% | -47.8% | -22.8% |
| 6M | -36.4% | +18.9% | -55.4% | -37.5% |
| YTD | -28.9% | +39.2% | -68.1% | -31.2% |
| 1Y | -29.5% | +34.0% | -63.5% | -31.6% |
| 3Y | -8.6% | +42.0% | -50.6% | -12.2% |
| 5Y | +20.2% | +111.9% | -91.7% | +10.6% |
| All | +165.4% | +59.4% | +106.0% | +116.0% |
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 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