-35.4%
RBLX vs LII
+35.7%
-71.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | +8.1% | -3.5% | +11.6% | +10.0% |
| 30D | +23.9% | -13.5% | +37.4% | +32.6% |
| 3M | +8.1% | -26.0% | +34.2% | +21.7% |
| 6M | -23.7% | -26.8% | +3.1% | -14.6% |
| YTD | -44.6% | -22.9% | -21.8% | -40.6% |
| 1Y | -66.2% | -32.6% | -33.6% | -61.1% |
| 3Y | +54.7% | -1.3% | +56.0% | +13.8% |
| 5Y | -48.9% | +23.1% | -72.0% | -74.1% |
| All | -35.4% | +35.7% | -71.1% | -72.0% |
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 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