+165.4%
LII vs RY
+360.6%
-195.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.1% |
| 7D | -0.6% | -0.9% | +0.3% | 0.0% |
| 30D | -4.6% | +5.9% | -10.5% | -8.1% |
| 3M | -21.2% | -4.3% | -17.0% | -19.2% |
| 6M | -36.4% | +12.1% | -48.6% | -40.9% |
| YTD | -28.9% | +20.3% | -49.2% | -36.8% |
| 1Y | -29.5% | +41.0% | -70.5% | -43.4% |
| 3Y | -8.6% | +157.5% | -166.1% | -49.5% |
| 5Y | +20.2% | +123.2% | -103.0% | -28.0% |
| All | +165.4% | +360.6% | -195.2% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling