+20.4%
LII vs RVTY
-7.4%
+27.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.9% |
| 7D | -0.6% | -1.2% | +0.6% | -0.5% |
| 30D | -4.6% | +1.0% | -5.6% | -5.5% |
| 3M | -21.2% | +35.8% | -57.1% | -30.8% |
| 6M | -36.4% | +56.7% | -93.1% | -47.6% |
| YTD | -28.9% | +60.7% | -89.6% | -42.6% |
| 1Y | -29.5% | +73.7% | -103.2% | -45.0% |
| 3Y | -8.6% | +82.8% | -91.3% | -31.8% |
| All | +20.4% | -7.4% | +27.9% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling