+20.4%
LII vs RUN
-82.6%
+103.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.1% |
| 7D | -0.6% | +33.4% | -34.0% | -4.0% |
| 30D | -4.6% | +31.1% | -35.7% | -7.8% |
| 3M | -21.2% | +6.4% | -27.6% | -22.2% |
| 6M | -36.4% | -22.2% | -14.2% | -35.3% |
| YTD | -28.9% | -45.8% | +16.8% | -26.2% |
| 1Y | -29.5% | -51.1% | +21.6% | -26.3% |
| 3Y | -8.6% | -3.0% | -5.6% | -23.8% |
| All | +20.4% | -82.6% | +103.0% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling