+331.5%
RCL vs LII
+168.6%
+162.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.9% |
| 7D | -5.1% | -0.7% | -4.4% | -4.7% |
| 30D | -19.0% | -12.6% | -6.4% | -11.9% |
| 3M | -9.6% | -24.4% | +14.9% | +4.6% |
| 6M | -6.7% | -28.7% | +22.0% | +11.4% |
| YTD | -3.9% | -19.1% | +15.2% | +4.8% |
| 1Y | -25.1% | -29.7% | +4.6% | -11.1% |
| 3Y | +179.1% | +4.8% | +174.3% | +137.2% |
| 5Y | +243.3% | +24.6% | +218.8% | +147.7% |
| All | +331.5% | +168.6% | +162.9% | +95.3% |
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