+61.0%
RSP vs LII
-8.7%
+69.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.1% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | +2.6% | -4.6% | +7.2% | +3.4% |
| 3M | -0.8% | -21.2% | +20.4% | +4.5% |
| 6M | +6.3% | -36.4% | +42.7% | +16.7% |
| YTD | +14.1% | -28.9% | +43.1% | +20.6% |
| 1Y | +18.0% | -29.5% | +47.5% | +24.9% |
| 3Y | +61.0% | -8.6% | +69.6% | +52.8% |
| All | +61.0% | -8.7% | +69.8% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling