+7.9%
RDW vs LII
+46.1%
-38.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.4% | +8.0% | +7.5% |
| 7D | +9.5% | +2.1% | +7.4% | +7.9% |
| 30D | -17.4% | -12.4% | -5.0% | -10.4% |
| 3M | -39.5% | -24.8% | -14.7% | -29.8% |
| 6M | +31.3% | -25.2% | +56.5% | +52.1% |
| YTD | +47.8% | -20.3% | +68.0% | +62.0% |
| 1Y | +33.8% | -32.9% | +66.8% | +64.6% |
| 3Y | +262.3% | +2.0% | +260.2% | +259.2% |
| 5Y | -5.7% | +24.4% | -30.2% | -25.5% |
| All | +7.9% | +46.1% | -38.2% | -17.8% |
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