+3,188.9%
LII vs RY
+5,213.5%
-2,024.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | -0.7% | +3.1% | -3.8% | -2.4% |
| 30D | -12.6% | -0.3% | -12.3% | -12.6% |
| 3M | -24.4% | +8.7% | -33.1% | -27.7% |
| 6M | -28.7% | +28.5% | -57.2% | -37.7% |
| YTD | -19.1% | +25.1% | -44.3% | -28.4% |
| 1Y | -29.7% | +46.3% | -76.0% | -42.9% |
| 3Y | +4.8% | +154.9% | -150.2% | -37.1% |
| 5Y | +24.6% | +140.3% | -115.7% | -22.9% |
| 10Y | +169.2% | +377.0% | -207.8% | +13.8% |
| All | +3,188.9% | +5,213.5% | -2,024.6% | +486.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling