+140.1%
RBRK vs LII
-17.2%
+157.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.6% | -2.5% |
| 7D | +1.9% | +0.5% | +1.4% | +1.8% |
| 30D | -9.3% | -11.2% | +1.9% | -6.6% |
| 3M | +23.8% | -28.8% | +52.6% | +33.0% |
| 6M | +55.4% | -26.9% | +82.3% | +64.1% |
| YTD | +16.1% | -22.2% | +38.3% | +18.6% |
| 1Y | -9.8% | -32.0% | +22.1% | -2.8% |
| All | +140.1% | -17.2% | +157.3% | +136.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling