+90.0%
RIO vs LII
+19.9%
+70.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.6% | +1.1% |
| 7D | +2.2% | -0.6% | +2.9% | +2.4% |
| 30D | -10.1% | -4.6% | -5.5% | -9.6% |
| 3M | -14.1% | -21.2% | +7.1% | -10.4% |
| 6M | -18.9% | -36.4% | +17.5% | -12.4% |
| YTD | +9.9% | -28.9% | +38.8% | +15.4% |
| 1Y | +27.0% | -29.5% | +56.5% | +33.5% |
| 3Y | +50.1% | -8.6% | +58.6% | +45.7% |
| All | +90.0% | +19.9% | +70.1% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling