+167.2%
LII vs RUN
+46.3%
+120.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.1% | -1.8% |
| 7D | +2.1% | +10.2% | -8.1% | +0.9% |
| 30D | -12.4% | -9.6% | -2.8% | -11.5% |
| 3M | -24.8% | -31.5% | +6.7% | -21.9% |
| 6M | -25.2% | -18.7% | -6.5% | -24.1% |
| YTD | -20.3% | -49.9% | +29.6% | -16.1% |
| 1Y | -32.9% | -45.5% | +12.6% | -30.7% |
| 3Y | +2.0% | -34.1% | +36.1% | -9.1% |
| 5Y | +24.4% | -79.4% | +103.9% | +20.1% |
| 10Y | +167.2% | +48.9% | +118.3% | +86.3% |
| All | +167.2% | +46.3% | +120.9% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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