+2.0%
RDW vs LII
+38.8%
-36.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.2% |
| 7D | +0.9% | -6.3% | +7.1% | +5.0% |
| 30D | -21.3% | -13.0% | -8.2% | -14.2% |
| 3M | -37.9% | -29.0% | -8.8% | -25.1% |
| 6M | +12.3% | -27.7% | +39.9% | +32.7% |
| YTD | +39.7% | -24.2% | +64.0% | +58.2% |
| 1Y | +25.7% | -34.8% | +60.5% | +57.1% |
| 3Y | +230.8% | -4.2% | +235.1% | +240.9% |
| 5Y | -8.8% | +20.9% | -29.7% | -25.8% |
| All | +2.0% | +38.8% | -36.8% | -19.8% |
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 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