-80.1%
RIG vs LII
+3,124.4%
-3,204.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -3.2% |
| 7D | +0.9% | -0.7% | +1.6% | +1.0% |
| 30D | +13.8% | -12.6% | +26.4% | +19.1% |
| 3M | -6.4% | -24.4% | +18.0% | +1.3% |
| 6M | -8.2% | -28.7% | +20.5% | +0.5% |
| YTD | +41.6% | -19.1% | +60.8% | +47.9% |
| 1Y | +88.7% | -29.7% | +118.4% | +106.3% |
| 3Y | -30.9% | +4.8% | -35.6% | -35.4% |
| 5Y | +57.7% | +24.6% | +33.1% | +34.3% |
| 10Y | -39.3% | +169.2% | -208.5% | -59.7% |
| All | -80.1% | +3,124.4% | -3,204.4% | -94.0% |
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