+711.2%
RCL vs LII
+3,124.4%
-2,413.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.7% |
| 7D | -5.1% | -0.7% | -4.4% | -4.8% |
| 30D | -19.0% | -12.6% | -6.4% | -13.2% |
| 3M | -9.6% | -24.4% | +14.9% | +2.3% |
| 6M | -6.7% | -28.7% | +22.0% | +8.3% |
| YTD | -3.9% | -19.1% | +15.2% | +4.1% |
| 1Y | -25.1% | -29.7% | +4.6% | -13.3% |
| 3Y | +179.1% | +4.8% | +174.3% | +155.8% |
| 5Y | +243.3% | +24.6% | +218.8% | +183.8% |
| 10Y | +325.8% | +169.2% | +156.6% | +141.9% |
| All | +711.2% | +3,124.4% | -2,413.1% | +44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling