+2,841.2%
LII vs RVTY
+1,100.9%
+1,740.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +0.4% | -2.7% | +3.1% | +1.1% |
| 30D | -2.4% | +3.2% | -5.6% | -3.7% |
| 3M | -17.5% | +37.2% | -54.7% | -25.5% |
| 6M | -32.8% | +57.7% | -90.5% | -42.0% |
| YTD | -27.7% | +64.8% | -92.5% | -38.8% |
| 1Y | -28.1% | +72.8% | -100.9% | -40.0% |
| 3Y | -9.7% | +89.8% | -99.5% | -27.6% |
| 5Y | +19.5% | -8.4% | +27.9% | +15.6% |
| 10Y | +170.6% | +219.5% | -48.9% | +82.7% |
| All | +2,841.2% | +1,100.9% | +1,740.3% | +1,350.4% |
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 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