-20.0%
RKT vs LII
+36.9%
-57.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.4% | -4.6% |
| 7D | +4.6% | +0.4% | +4.2% | +4.4% |
| 30D | +25.9% | -2.4% | +28.3% | +27.4% |
| 3M | +5.0% | -17.5% | +22.5% | +18.0% |
| 6M | -7.9% | -32.8% | +24.9% | +15.2% |
| YTD | -25.4% | -27.7% | +2.3% | -11.9% |
| 1Y | -15.4% | -28.1% | +12.7% | +0.3% |
| 3Y | +83.3% | -9.7% | +93.0% | +76.6% |
| 5Y | -0.8% | +19.5% | -20.3% | -27.6% |
| All | -20.0% | +36.9% | -57.0% | -49.9% |
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