+162.9%
LII vs RUN
+66.4%
+96.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | -0.1% |
| 7D | -0.2% | -13.7% | +13.5% | +1.4% |
| 30D | -0.6% | +9.4% | -10.0% | -2.0% |
| 3M | -17.0% | -13.4% | -3.6% | -16.1% |
| 6M | -31.1% | -39.6% | +8.4% | -27.9% |
| YTD | -27.7% | -53.7% | +26.0% | -23.5% |
| 1Y | -26.2% | -56.2% | +30.0% | -21.6% |
| 3Y | -9.6% | -9.7% | +0.1% | -22.7% |
| 5Y | +15.7% | -85.5% | +101.1% | +15.9% |
| All | +162.9% | +66.4% | +96.5% | +86.4% |
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