+165.9%
LII vs RVTY
+211.6%
-45.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.7% |
| 7D | +2.9% | -0.5% | +3.4% | +3.1% |
| 30D | +0.9% | +1.5% | -0.6% | -0.2% |
| 3M | -15.5% | +31.5% | -47.0% | -25.0% |
| 6M | -30.2% | +62.7% | -92.9% | -43.3% |
| YTD | -26.8% | +60.0% | -86.8% | -40.9% |
| 1Y | -25.3% | +65.7% | -91.0% | -40.5% |
| 3Y | -7.8% | +85.2% | -93.0% | -31.5% |
| 5Y | +17.0% | -14.9% | +31.9% | +15.3% |
| All | +165.9% | +211.6% | -45.7% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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