+7.3%
LII vs RY
+154.9%
-147.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.7% |
| 7D | -0.7% | +3.1% | -3.8% | -3.1% |
| 30D | -12.6% | -0.3% | -12.3% | -12.5% |
| 3M | -24.4% | +8.7% | -33.1% | -28.9% |
| 6M | -28.7% | +28.5% | -57.2% | -40.8% |
| YTD | -19.1% | +25.1% | -44.3% | -31.8% |
| 1Y | -29.7% | +46.3% | -76.0% | -47.4% |
| All | +7.3% | +154.9% | -147.6% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling