+19.7%
LII vs RRC
+135.4%
-115.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | -2.3% | -0.5% | -1.8% | -2.3% |
| 30D | -1.7% | +25.2% | -26.9% | -4.0% |
| 3M | -18.3% | +27.8% | -46.1% | -20.4% |
| 6M | -32.3% | +27.2% | -59.5% | -34.2% |
| YTD | -27.1% | +48.2% | -75.3% | -30.8% |
| 1Y | -27.2% | +34.7% | -61.9% | -30.0% |
| 3Y | -8.9% | +62.2% | -71.2% | -15.4% |
| 5Y | +19.7% | +130.9% | -111.2% | +10.2% |
| All | +19.7% | +135.4% | -115.8% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling