-1.8%
RMD vs LII
+18.7%
-20.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +1.9% | -0.6% | +2.5% | +1.9% |
| 3M | +6.3% | -17.0% | +23.3% | +11.5% |
| 6M | +18.2% | -31.1% | +49.4% | +28.4% |
| YTD | +0.3% | -27.7% | +27.9% | +6.0% |
| 1Y | -4.3% | -26.2% | +21.9% | +0.5% |
| 3Y | +71.3% | -9.6% | +80.9% | +59.2% |
| 5Y | -1.8% | +15.7% | -17.4% | -21.8% |
| All | -1.8% | +18.7% | -20.5% | -21.8% |
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