-28.2%
RBLX vs LII
+28.7%
-56.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.1% | -3.5% |
| 7D | +1.2% | +2.9% | -1.7% | -0.1% |
| 30D | +5.0% | +0.9% | +4.1% | +4.2% |
| 3M | +31.5% | -15.5% | +47.0% | +41.7% |
| 6M | +18.9% | -30.2% | +49.2% | +36.8% |
| YTD | -38.4% | -26.8% | -11.6% | -32.5% |
| 1Y | -50.7% | -25.3% | -25.4% | -46.8% |
| 3Y | +28.8% | -7.8% | +36.6% | -1.3% |
| 5Y | -53.6% | +17.0% | -70.6% | -75.5% |
| All | -28.2% | +28.7% | -56.8% | -68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling