+2,790.8%
LII vs RVTY
+1,070.8%
+1,720.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.8% |
| 7D | -0.6% | -1.2% | +0.6% | -0.5% |
| 30D | -4.6% | +1.0% | -5.6% | -5.3% |
| 3M | -21.2% | +35.8% | -57.1% | -28.7% |
| 6M | -36.4% | +56.7% | -93.1% | -45.0% |
| YTD | -28.9% | +60.7% | -89.6% | -39.4% |
| 1Y | -29.5% | +73.7% | -103.2% | -41.3% |
| 3Y | -8.6% | +82.8% | -91.3% | -26.0% |
| 5Y | +20.2% | -7.0% | +27.2% | +15.8% |
| 10Y | +166.2% | +212.3% | -46.1% | +80.9% |
| All | +2,790.8% | +1,070.8% | +1,720.0% | +1,336.0% |
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