+275.7%
LII vs RUN
-31.9%
+307.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | -0.7% | +1.3% | -2.0% | -0.9% |
| 30D | -12.6% | -15.3% | +2.6% | -11.3% |
| 3M | -24.4% | -40.0% | +15.6% | -20.8% |
| 6M | -28.7% | -27.0% | -1.8% | -27.0% |
| YTD | -19.1% | -51.7% | +32.5% | -15.0% |
| 1Y | -29.7% | -45.9% | +16.2% | -27.5% |
| 3Y | +4.8% | -43.8% | +48.5% | -3.3% |
| 5Y | +24.6% | -80.5% | +105.0% | +21.1% |
| 10Y | +169.2% | +45.3% | +123.9% | +117.6% |
| All | +275.7% | -31.9% | +307.6% | +204.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling