-26.2%
LII vs RVTY
+67.3%
-93.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -0.2% | +4.1% | -4.3% | -1.0% |
| 30D | -0.6% | +1.3% | -1.9% | -1.2% |
| 3M | -17.0% | +33.3% | -50.3% | -23.7% |
| 6M | -31.1% | +58.3% | -89.4% | -40.6% |
| YTD | -27.7% | +62.7% | -90.4% | -40.5% |
| 1Y | -26.2% | +67.2% | -93.4% | -40.2% |
| All | -26.2% | +67.3% | -93.5% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling