+54.2%
RGTI vs LII
+16.3%
+37.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.9% |
| 7D | +0.5% | -6.3% | +6.7% | +4.7% |
| 30D | -17.1% | -13.0% | -4.1% | -9.5% |
| 3M | -26.0% | -29.0% | +3.1% | -10.1% |
| 6M | -9.9% | -27.7% | +17.8% | +6.8% |
| YTD | -31.1% | -24.2% | -6.8% | -22.2% |
| 1Y | -8.5% | -34.8% | +26.3% | +14.4% |
| 3Y | +652.2% | -4.2% | +656.4% | +678.2% |
| 5Y | +56.8% | +20.9% | +35.9% | +28.9% |
| All | +54.2% | +16.3% | +37.9% | +26.6% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling