-41.9%
RIG vs LII
+163.1%
-205.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | +0.3% |
| 7D | -8.2% | +0.5% | -8.7% | -8.5% |
| 30D | -0.2% | -11.2% | +11.0% | +5.4% |
| 3M | -2.7% | -28.8% | +26.1% | +11.0% |
| 6M | -7.5% | -26.9% | +19.5% | +2.3% |
| YTD | +38.3% | -22.2% | +60.5% | +47.7% |
| 1Y | +81.8% | -32.0% | +113.8% | +107.2% |
| 3Y | -30.2% | -0.4% | -29.7% | -37.7% |
| 5Y | +59.9% | +22.4% | +37.5% | +21.7% |
| 10Y | -41.9% | +171.4% | -213.3% | -67.1% |
| All | -41.9% | +163.1% | -205.0% | -67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling