-81.9%
RIG vs LII
+2,806.7%
-2,888.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.2% |
| 7D | -2.6% | -2.3% | -0.3% | -1.8% |
| 30D | -5.2% | -1.7% | -3.5% | -5.5% |
| 3M | -8.6% | -18.3% | +9.7% | -2.8% |
| 6M | -18.9% | -32.3% | +13.4% | -9.7% |
| YTD | +28.6% | -27.1% | +55.7% | +38.1% |
| 1Y | +25.5% | -27.2% | +52.7% | +34.8% |
| 3Y | -20.2% | -8.9% | -11.2% | -22.0% |
| 5Y | +53.9% | +19.7% | +34.2% | +31.9% |
| 10Y | -48.8% | +168.9% | -217.7% | -66.2% |
| All | -81.9% | +2,806.7% | -2,888.7% | -94.4% |
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