-29.5%
LII vs RY
+40.6%
-70.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -0.9% |
| 7D | -0.6% | -0.9% | +0.3% | +0.2% |
| 30D | -4.6% | +5.9% | -10.5% | -9.0% |
| 3M | -21.2% | -4.3% | -17.0% | -18.3% |
| 6M | -36.4% | +12.1% | -48.6% | -41.6% |
| YTD | -28.9% | +20.3% | -49.2% | -39.9% |
| 1Y | -29.5% | +41.0% | -70.5% | -49.9% |
| All | -29.5% | +40.6% | -70.1% | -49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling