+59.7%
RGTI vs LII
+22.4%
+37.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +4.9% |
| 7D | +5.5% | +2.1% | +3.4% | +4.0% |
| 30D | -11.9% | -12.4% | +0.5% | -4.3% |
| 3M | -27.4% | -24.8% | -2.6% | -15.2% |
| 6M | -7.1% | -25.2% | +18.1% | +7.9% |
| YTD | -28.6% | -20.3% | -8.4% | -22.1% |
| 1Y | +4.4% | -32.9% | +37.3% | +28.1% |
| 3Y | +698.5% | +2.0% | +696.4% | +694.6% |
| 5Y | +64.2% | +24.4% | +39.7% | +30.6% |
| All | +59.7% | +22.4% | +37.3% | +26.9% |
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