+366.6%
RIO vs LII
+164.9%
+201.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.6% | +1.2% |
| 7D | +2.2% | -0.6% | +2.9% | +2.4% |
| 30D | -10.1% | -4.6% | -5.5% | -9.3% |
| 3M | -14.1% | -21.2% | +7.1% | -8.9% |
| 6M | -18.9% | -36.4% | +17.5% | -9.8% |
| YTD | +9.9% | -28.9% | +38.8% | +17.6% |
| 1Y | +27.0% | -29.5% | +56.5% | +36.1% |
| 3Y | +50.1% | -8.6% | +58.6% | +42.6% |
| 5Y | +95.3% | +20.2% | +75.1% | +65.0% |
| All | +366.6% | +164.9% | +201.7% | +192.4% |
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 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