+11.2%
RBRK vs LII
-34.1%
+45.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.8% | -2.3% |
| 7D | -7.5% | -6.3% | -1.2% | -6.8% |
| 30D | -10.4% | -13.0% | +2.6% | -9.1% |
| 3M | +21.3% | -29.0% | +50.3% | +24.7% |
| 6M | +50.6% | -27.7% | +78.3% | +53.6% |
| YTD | +13.3% | -24.2% | +37.5% | +11.4% |
| 1Y | +11.2% | -34.8% | +46.0% | +18.9% |
| All | +11.2% | -34.1% | +45.4% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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