-7.8%
LII vs RUN
-7.3%
-0.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | +2.9% | -13.5% | +16.5% | +4.2% |
| 30D | +0.9% | +18.3% | -17.4% | -0.8% |
| 3M | -15.5% | -12.5% | -3.1% | -15.0% |
| 6M | -30.2% | -40.3% | +10.1% | -27.8% |
| YTD | -26.8% | -53.1% | +26.3% | -24.0% |
| 1Y | -25.3% | -54.3% | +29.0% | -22.4% |
| 3Y | -7.8% | -6.5% | -1.3% | -15.5% |
| All | -7.8% | -7.3% | -0.4% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling