-82.4%
RIG vs LII
+2,796.3%
-2,878.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -2.1% |
| 7D | -17.0% | -1.2% | -15.8% | -16.7% |
| 30D | -6.2% | -2.0% | -4.2% | -6.4% |
| 3M | -1.7% | -20.2% | +18.5% | +5.3% |
| 6M | -19.2% | -32.5% | +13.3% | -10.0% |
| YTD | +25.2% | -27.4% | +52.6% | +34.6% |
| 1Y | +29.9% | -28.2% | +58.1% | +40.1% |
| 3Y | -21.3% | -7.2% | -14.1% | -23.7% |
| 5Y | +40.5% | +19.9% | +20.6% | +20.3% |
| 10Y | -49.6% | +168.6% | -218.2% | -66.7% |
| All | -82.4% | +2,796.3% | -2,878.7% | -94.6% |
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 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