+171.4%
LII vs RRX
+210.7%
-39.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -1.4% |
| 7D | +0.5% | -0.7% | +1.2% | +0.8% |
| 30D | -11.2% | -8.0% | -3.3% | -8.1% |
| 3M | -28.8% | -25.1% | -3.7% | -20.4% |
| 6M | -26.9% | -18.3% | -8.6% | -21.8% |
| YTD | -22.2% | +14.2% | -36.4% | -28.7% |
| 1Y | -32.0% | +13.0% | -45.0% | -37.8% |
| 3Y | -0.4% | +4.2% | -4.6% | -10.3% |
| 5Y | +22.4% | +17.9% | +4.6% | +2.3% |
| 10Y | +171.4% | +220.4% | -49.0% | +46.7% |
| All | +171.4% | +210.7% | -39.3% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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