+448.0%
RSG vs LII
+169.1%
+278.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +2.5% | +2.9% | -0.5% | +1.8% |
| 30D | +12.7% | +0.9% | +11.8% | +12.3% |
| 3M | +17.9% | -15.5% | +33.5% | +21.9% |
| 6M | +25.0% | -30.2% | +55.2% | +33.1% |
| YTD | +20.8% | -26.8% | +47.7% | +26.0% |
| 1Y | +24.3% | -25.3% | +49.6% | +28.8% |
| 3Y | +65.3% | -7.8% | +73.0% | +55.0% |
| 5Y | +99.1% | +17.0% | +82.1% | +68.9% |
| All | +448.0% | +169.1% | +278.9% | +268.7% |
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