+379.0%
RCL vs LII
+170.7%
+208.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +1.6% |
| 7D | +5.0% | -1.2% | +6.1% | +5.8% |
| 30D | +19.4% | -2.0% | +21.3% | +20.1% |
| 3M | +5.9% | -20.2% | +26.2% | +20.8% |
| 6M | +23.8% | -32.5% | +56.3% | +52.1% |
| YTD | +22.8% | -27.4% | +50.2% | +41.9% |
| 1Y | +34.3% | -28.2% | +62.4% | +56.1% |
| 3Y | +276.4% | -7.2% | +283.7% | +243.3% |
| 5Y | +281.6% | +19.9% | +261.7% | +177.0% |
| 10Y | +379.0% | +168.6% | +210.4% | +120.8% |
| All | +379.0% | +170.7% | +208.3% | +120.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling