-24.1%
RKT vs LII
+37.0%
-61.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.8% | -4.3% | -4.6% |
| 7D | -7.5% | -0.2% | -7.3% | -7.4% |
| 30D | +26.6% | -0.6% | +27.2% | +26.7% |
| 3M | -2.4% | -17.0% | +14.6% | +9.2% |
| 6M | -7.4% | -31.1% | +23.8% | +14.2% |
| YTD | -29.2% | -27.7% | -1.5% | -16.4% |
| 1Y | -23.5% | -26.2% | +2.6% | -10.8% |
| 3Y | +73.9% | -9.6% | +83.5% | +67.5% |
| 5Y | -6.6% | +15.7% | -22.3% | -30.8% |
| All | -24.1% | +37.0% | -61.1% | -52.4% |
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