+584.7%
RVMD vs LII
+25.8%
+558.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.8% |
| 7D | -1.2% | +2.1% | -3.3% | -1.9% |
| 30D | +1.1% | -12.4% | +13.5% | +5.6% |
| 3M | +39.6% | -24.8% | +64.4% | +51.6% |
| 6M | +110.7% | -25.2% | +135.9% | +127.5% |
| YTD | +160.3% | -20.3% | +180.5% | +171.8% |
| 1Y | +404.9% | -32.9% | +437.9% | +464.0% |
| 3Y | +545.5% | +2.0% | +543.4% | +457.7% |
| 5Y | +584.7% | +24.4% | +560.2% | +327.0% |
| All | +584.7% | +25.8% | +558.9% | +327.0% |
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