+2,848.5%
LII vs RRC
+1,461.5%
+1,387.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.7% | +0.8% | -2.3% |
| 7D | +0.2% | -6.9% | +7.1% | +1.2% |
| 30D | -4.6% | +25.4% | -30.0% | -8.0% |
| 3M | -21.7% | +31.9% | -53.6% | -25.0% |
| 6M | -32.8% | +17.2% | -50.0% | -34.9% |
| YTD | -27.5% | +43.4% | -70.9% | -32.0% |
| 1Y | -28.0% | +36.7% | -64.7% | -32.1% |
| 3Y | -7.2% | +38.8% | -46.1% | -13.8% |
| 5Y | +22.6% | +118.3% | -95.7% | +2.6% |
| 10Y | +171.5% | +67.7% | +103.9% | +107.4% |
| All | +2,848.5% | +1,461.5% | +1,387.0% | +1,377.6% |
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