+266.4%
ROK vs LII
+170.7%
+95.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +2.5% |
| 7D | -11.5% | -1.2% | -10.4% | -10.9% |
| 30D | -10.0% | -2.0% | -8.0% | -9.7% |
| 3M | -11.4% | -20.2% | +8.8% | -1.4% |
| 6M | -13.7% | -32.5% | +18.9% | +2.7% |
| YTD | +1.0% | -27.4% | +28.4% | +14.4% |
| 1Y | +5.6% | -28.2% | +33.8% | +20.1% |
| 3Y | +59.1% | -7.2% | +66.3% | +50.1% |
| 5Y | +26.1% | +19.9% | +6.2% | -0.3% |
| 10Y | +266.4% | +168.6% | +97.8% | +103.2% |
| All | +266.4% | +170.7% | +95.7% | +103.2% |
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