+63.2%
RIG vs LII
+25.8%
+37.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.2% | -1.1% |
| 7D | -2.7% | +2.1% | -4.8% | -3.4% |
| 30D | +9.5% | -12.4% | +21.9% | +13.9% |
| 3M | -6.6% | -24.8% | +18.2% | +0.1% |
| 6M | -2.9% | -25.2% | +22.3% | +3.3% |
| YTD | +39.5% | -20.3% | +59.7% | +44.8% |
| 1Y | +82.3% | -32.9% | +115.2% | +101.7% |
| 3Y | -29.6% | +2.0% | -31.6% | -32.5% |
| 5Y | +63.2% | +24.4% | +38.7% | +39.6% |
| All | +63.2% | +25.8% | +37.4% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling