-32.9%
LII vs RUN
-49.0%
+16.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.1% | -1.8% |
| 7D | +2.1% | +10.2% | -8.1% | +1.0% |
| 30D | -12.4% | -9.6% | -2.8% | -11.5% |
| 3M | -24.8% | -31.5% | +6.7% | -22.5% |
| 6M | -25.2% | -18.7% | -6.5% | -23.9% |
| YTD | -20.3% | -49.9% | +29.6% | -18.9% |
| 1Y | -32.9% | -45.5% | +12.6% | -33.1% |
| All | -32.9% | -49.0% | +16.1% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling