+2,316.5%
RIO vs LII
+3,124.4%
-807.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | 0.0% |
| 7D | 0.0% | -0.7% | +0.7% | +0.2% |
| 30D | +4.0% | -12.6% | +16.6% | +8.8% |
| 3M | +0.1% | -24.4% | +24.6% | +8.5% |
| 6M | +12.7% | -28.7% | +41.4% | +24.2% |
| YTD | +35.6% | -19.1% | +54.7% | +42.3% |
| 1Y | +73.7% | -29.7% | +103.4% | +90.5% |
| 3Y | +93.3% | +4.8% | +88.5% | +76.7% |
| 5Y | +92.4% | +24.6% | +67.9% | +59.5% |
| 10Y | +606.9% | +169.2% | +437.7% | +320.3% |
| All | +2,316.5% | +3,124.4% | -807.9% | +588.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling