+165.9%
LII vs RY
+351.1%
-185.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +2.9% | +0.6% | +2.4% | +2.6% |
| 30D | +0.9% | +5.0% | -4.1% | -2.2% |
| 3M | -15.5% | -5.3% | -10.2% | -12.6% |
| 6M | -30.2% | +13.8% | -44.0% | -35.7% |
| YTD | -26.8% | +21.0% | -47.8% | -35.2% |
| 1Y | -25.3% | +40.5% | -65.8% | -39.8% |
| 3Y | -7.8% | +159.7% | -167.4% | -49.4% |
| 5Y | +17.0% | +124.3% | -107.4% | -30.2% |
| All | +165.9% | +351.1% | -185.2% | +12.8% |
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