+568.0%
RVMD vs LII
+57.4%
+510.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | -0.6% | +0.4% | -1.0% | -0.7% |
| 30D | +1.7% | -2.4% | +4.1% | +2.2% |
| 3M | -6.7% | -17.5% | +10.8% | -0.3% |
| 6M | +36.1% | -32.8% | +69.0% | +54.5% |
| YTD | +142.4% | -27.7% | +170.1% | +162.8% |
| 1Y | +207.8% | -28.1% | +235.8% | +233.9% |
| 3Y | +879.5% | -9.7% | +889.2% | +795.1% |
| 5Y | +509.0% | +19.5% | +489.5% | +351.8% |
| All | +568.0% | +57.4% | +510.6% | +315.7% |
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 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