+2,864.9%
LII vs RRC
+1,513.5%
+1,351.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | -1.7% | +25.2% | -26.9% | -5.1% |
| 3M | -18.3% | +27.8% | -46.1% | -21.4% |
| 6M | -32.3% | +27.2% | -59.5% | -35.2% |
| YTD | -27.1% | +48.2% | -75.3% | -32.0% |
| 1Y | -27.2% | +34.7% | -61.9% | -31.2% |
| 3Y | -8.9% | +62.2% | -71.2% | -17.3% |
| 5Y | +19.7% | +130.9% | -111.2% | -0.6% |
| 10Y | +168.9% | +73.4% | +95.5% | +104.6% |
| All | +2,864.9% | +1,513.5% | +1,351.4% | +1,378.8% |
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