+19.7%
LII vs RRX
+16.1%
+3.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.2% |
| 7D | -2.3% | +5.4% | -7.7% | -4.6% |
| 30D | -1.7% | +12.0% | -13.7% | -7.4% |
| 3M | -18.3% | +6.1% | -24.4% | -21.5% |
| 6M | -32.3% | -13.2% | -19.1% | -29.9% |
| YTD | -27.1% | +31.0% | -58.1% | -38.3% |
| 1Y | -27.2% | +38.8% | -65.9% | -40.2% |
| 3Y | -8.9% | +70.3% | -79.2% | -36.6% |
| 5Y | +19.7% | +15.5% | +4.1% | -2.6% |
| All | +19.7% | +16.1% | +3.6% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling