+25.7%
RDW vs LII
-34.1%
+59.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.5% |
| 7D | +0.9% | -6.3% | +7.1% | +4.0% |
| 30D | -21.3% | -13.0% | -8.2% | -16.0% |
| 3M | -37.9% | -29.0% | -8.8% | -28.6% |
| 6M | +12.3% | -27.7% | +39.9% | +27.4% |
| YTD | +39.7% | -24.2% | +64.0% | +49.4% |
| 1Y | +25.7% | -34.8% | +60.5% | +42.5% |
| All | +25.7% | -34.1% | +59.8% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling