+3,188.9%
LII vs RVTY
+882.5%
+2,306.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -0.7% | +1.1% | -1.8% | -1.1% |
| 30D | -12.6% | +13.2% | -25.8% | -15.9% |
| 3M | -24.4% | +27.2% | -51.7% | -29.9% |
| 6M | -28.7% | +32.4% | -61.1% | -34.9% |
| YTD | -19.1% | +34.9% | -54.0% | -26.8% |
| 1Y | -29.7% | +52.4% | -82.1% | -38.7% |
| 3Y | +4.8% | +12.3% | -7.5% | -2.3% |
| 5Y | +24.6% | -30.8% | +55.4% | +31.5% |
| 10Y | +169.2% | +150.7% | +18.5% | +96.3% |
| All | +3,188.9% | +882.5% | +2,306.4% | +1,633.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling