+274.2%
RCL vs LII
-8.7%
+282.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.3% | +2.2% |
| 7D | +6.5% | -0.6% | +7.1% | +6.9% |
| 30D | +15.9% | -4.6% | +20.5% | +17.8% |
| 3M | +2.7% | -21.2% | +23.9% | +13.6% |
| 6M | +15.2% | -36.4% | +51.7% | +37.9% |
| YTD | +19.2% | -28.9% | +48.2% | +33.5% |
| 1Y | +31.6% | -29.5% | +61.1% | +47.8% |
| 3Y | +274.2% | -8.6% | +282.8% | +258.1% |
| All | +274.2% | -8.7% | +282.9% | +258.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling