+22.6%
LII vs RY
+124.6%
-102.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | 0.0% | -0.7% |
| 7D | +0.2% | -1.1% | +1.3% | +1.1% |
| 30D | -4.6% | +4.4% | -9.0% | -7.8% |
| 3M | -21.7% | -2.9% | -18.7% | -20.1% |
| 6M | -32.8% | +15.6% | -48.4% | -39.7% |
| YTD | -27.5% | +21.8% | -49.3% | -37.6% |
| 1Y | -28.0% | +42.6% | -70.6% | -44.9% |
| 3Y | -7.2% | +160.9% | -168.1% | -55.0% |
| 5Y | +22.6% | +126.1% | -103.5% | -32.9% |
| All | +22.6% | +124.6% | -102.0% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling