+3,188.9%
LII vs RRX
+1,131.4%
+2,057.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -0.7% | +3.4% | -4.2% | -2.3% |
| 30D | -12.6% | -11.1% | -1.5% | -7.7% |
| 3M | -24.4% | -23.7% | -0.7% | -15.2% |
| 6M | -28.7% | -22.0% | -6.7% | -21.7% |
| YTD | -19.1% | +16.5% | -35.6% | -27.5% |
| 1Y | -29.7% | +11.5% | -41.2% | -36.2% |
| 3Y | +4.8% | +1.5% | +3.3% | -6.3% |
| 5Y | +24.6% | +18.3% | +6.3% | +1.0% |
| 10Y | +169.2% | +209.8% | -40.6% | +24.2% |
| All | +3,188.9% | +1,131.4% | +2,057.5% | +645.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling