+3,188.9%
LII vs RRC
+1,203.6%
+1,985.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.0% | +1.3% |
| 7D | -0.7% | +1.3% | -2.0% | -0.9% |
| 30D | -12.6% | +10.1% | -22.7% | -13.8% |
| 3M | -24.4% | +4.0% | -28.4% | -25.2% |
| 6M | -28.7% | +1.6% | -30.3% | -29.4% |
| YTD | -19.1% | +19.7% | -38.9% | -21.9% |
| 1Y | -29.7% | +21.4% | -51.1% | -32.4% |
| 3Y | +4.8% | +29.7% | -24.9% | -1.4% |
| 5Y | +24.6% | +153.9% | -129.3% | +1.8% |
| 10Y | +169.2% | +10.8% | +158.4% | +120.9% |
| All | +3,188.9% | +1,203.6% | +1,985.3% | +1,598.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling