+97.3%
RSG vs LII
+23.0%
+74.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.3% |
| 7D | +0.3% | -1.2% | +1.5% | +0.5% |
| 30D | +13.8% | -2.0% | +15.7% | +13.9% |
| 3M | +15.4% | -20.2% | +35.6% | +18.6% |
| 6M | +24.1% | -32.5% | +56.7% | +29.6% |
| YTD | +17.8% | -27.4% | +45.2% | +20.9% |
| 1Y | +21.5% | -28.2% | +49.6% | +24.8% |
| 3Y | +63.3% | -7.2% | +70.5% | +54.5% |
| 5Y | +97.3% | +19.9% | +77.4% | +77.3% |
| All | +97.3% | +23.0% | +74.3% | +77.3% |
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