+140.3%
RBRK vs LII
-17.9%
+158.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -3.5% | -3.5% | 0.0% | -2.6% |
| 30D | -8.3% | -13.5% | +5.2% | -5.0% |
| 3M | +24.7% | -26.0% | +50.7% | +32.4% |
| 6M | +58.9% | -26.8% | +85.7% | +67.6% |
| YTD | +16.3% | -22.9% | +39.1% | +19.0% |
| 1Y | +10.1% | -32.6% | +42.8% | +19.1% |
| All | +140.3% | -17.9% | +158.2% | +137.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling