+366.9%
RCL vs LII
+170.6%
+196.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +8.5% | +0.4% | +8.1% | +8.3% |
| 30D | +20.4% | -2.4% | +22.8% | +21.4% |
| 3M | +11.0% | -17.5% | +28.5% | +23.8% |
| 6M | +24.9% | -32.8% | +57.7% | +53.9% |
| YTD | +23.9% | -27.7% | +51.6% | +43.5% |
| 1Y | +30.8% | -28.1% | +58.9% | +51.9% |
| 3Y | +270.4% | -9.7% | +280.1% | +244.2% |
| 5Y | +296.1% | +19.5% | +276.6% | +188.1% |
| All | +366.9% | +170.6% | +196.3% | +114.2% |
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