+71.2%
RIO vs LII
-32.7%
+103.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | +1.9% | +2.1% | -0.2% | +1.6% |
| 30D | +5.0% | -12.4% | +17.4% | +7.2% |
| 3M | +5.1% | -24.8% | +29.9% | +8.9% |
| 6M | +17.6% | -25.2% | +42.8% | +20.7% |
| YTD | +36.3% | -20.3% | +56.5% | +38.6% |
| 1Y | +71.2% | -32.9% | +104.1% | +76.7% |
| All | +71.2% | -32.7% | +103.9% | +76.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling