+363.3%
RIO vs LII
+172.8%
+190.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +0.5% | -2.3% | +2.8% | +1.1% |
| 30D | -9.9% | -1.7% | -8.2% | -9.8% |
| 3M | -14.0% | -18.3% | +4.3% | -9.6% |
| 6M | -19.5% | -32.3% | +12.8% | -12.1% |
| YTD | +11.5% | -27.1% | +38.6% | +18.6% |
| 1Y | +26.9% | -27.2% | +54.1% | +34.9% |
| 3Y | +55.1% | -8.9% | +64.1% | +47.9% |
| 5Y | +90.7% | +19.7% | +71.0% | +61.9% |
| 10Y | +363.3% | +168.9% | +194.5% | +182.0% |
| All | +363.3% | +172.8% | +190.5% | +182.0% |
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 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