+338.4%
RMD vs LII
+166.2%
+172.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +3.1% | +0.4% | +2.7% | +3.0% |
| 30D | +1.8% | -2.4% | +4.2% | +2.3% |
| 3M | +6.7% | -17.5% | +24.2% | +12.6% |
| 6M | +13.9% | -32.8% | +46.7% | +25.7% |
| YTD | -2.0% | -27.7% | +25.7% | +4.6% |
| 1Y | -5.4% | -28.1% | +22.7% | +1.1% |
| 3Y | +67.4% | -9.7% | +77.0% | +59.4% |
| 5Y | -5.7% | +19.5% | -25.2% | -21.4% |
| 10Y | +338.4% | +170.6% | +167.8% | +168.5% |
| All | +338.4% | +166.2% | +172.1% | +168.5% |
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