+2,489.6%
RSG vs LII
+3,124.4%
-634.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.2% | -1.3% |
| 7D | +0.3% | -0.7% | +1.0% | +0.4% |
| 30D | +7.6% | -12.6% | +20.2% | +10.6% |
| 3M | +7.4% | -24.4% | +31.9% | +12.8% |
| 6M | -3.3% | -28.7% | +25.4% | +2.2% |
| YTD | +6.0% | -19.1% | +25.2% | +8.7% |
| 1Y | -3.7% | -29.7% | +26.0% | +1.5% |
| 3Y | +59.1% | +4.8% | +54.3% | +49.9% |
| 5Y | +89.0% | +24.6% | +64.5% | +68.2% |
| 10Y | +412.5% | +169.2% | +243.3% | +277.6% |
| All | +2,489.6% | +3,124.4% | -634.8% | +887.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling