+444.4%
RSG vs LII
+172.8%
+271.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | +1.6% | -2.3% | +3.9% | +2.1% |
| 30D | +13.5% | -1.7% | +15.1% | +13.6% |
| 3M | +16.3% | -18.3% | +34.6% | +21.1% |
| 6M | +26.9% | -32.3% | +59.2% | +36.1% |
| YTD | +19.1% | -27.1% | +46.2% | +24.3% |
| 1Y | +21.8% | -27.2% | +49.0% | +27.1% |
| 3Y | +63.5% | -8.9% | +72.4% | +53.9% |
| 5Y | +98.6% | +19.7% | +79.0% | +67.2% |
| 10Y | +444.4% | +168.9% | +275.5% | +264.5% |
| All | +444.4% | +172.8% | +271.6% | +264.5% |
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