+619.2%
RIO vs LII
+163.1%
+456.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +0.6% |
| 7D | +1.0% | +0.5% | +0.5% | +0.8% |
| 30D | +4.0% | -11.2% | +15.3% | +7.3% |
| 3M | +4.5% | -28.8% | +33.3% | +13.2% |
| 6M | +17.3% | -26.9% | +44.3% | +25.6% |
| YTD | +36.2% | -22.2% | +58.4% | +42.8% |
| 1Y | +76.1% | -32.0% | +108.1% | +91.1% |
| 3Y | +102.5% | -0.4% | +103.0% | +88.8% |
| 5Y | +103.5% | +22.4% | +81.1% | +73.4% |
| 10Y | +619.2% | +171.4% | +447.7% | +375.6% |
| All | +619.2% | +163.1% | +456.1% | +375.6% |
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 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