+270.4%
RCL vs LII
-8.4%
+278.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +8.5% | +0.4% | +8.1% | +8.4% |
| 30D | +20.4% | -2.4% | +22.8% | +21.1% |
| 3M | +11.0% | -17.5% | +28.5% | +20.2% |
| 6M | +24.9% | -32.8% | +57.7% | +45.2% |
| YTD | +23.9% | -27.7% | +51.6% | +37.5% |
| 1Y | +30.8% | -28.1% | +58.9% | +45.5% |
| 3Y | +270.4% | -9.7% | +280.1% | +272.3% |
| All | +270.4% | -8.4% | +278.8% | +272.3% |
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 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