-2.8%
RGTI vs LII
+12.3%
-15.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.0% | -7.6% |
| 7D | -18.1% | +2.9% | -21.1% | -19.6% |
| 30D | -17.6% | +0.9% | -18.5% | -18.9% |
| 3M | -48.3% | -15.5% | -32.8% | -43.1% |
| 6M | -47.8% | -30.2% | -17.6% | -36.8% |
| YTD | -56.6% | -26.8% | -29.7% | -50.4% |
| 1Y | -61.8% | -25.3% | -36.5% | -57.0% |
| 3Y | +807.5% | -7.8% | +815.3% | +853.2% |
| 5Y | -8.8% | +17.0% | -25.8% | -24.2% |
| All | -2.8% | +12.3% | -15.1% | -19.2% |
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