+343.5%
ROK vs LII
+167.7%
+175.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.4% |
| 7D | +2.8% | +2.1% | +0.7% | +1.6% |
| 30D | -2.4% | -12.4% | +10.0% | +4.4% |
| 3M | -4.7% | -24.8% | +20.1% | +8.1% |
| 6M | +16.8% | -25.2% | +41.9% | +32.0% |
| YTD | +11.4% | -20.3% | +31.6% | +21.0% |
| 1Y | +26.2% | -32.9% | +59.1% | +49.7% |
| 3Y | +51.9% | +2.0% | +49.8% | +37.3% |
| 5Y | +46.4% | +24.4% | +21.9% | +14.6% |
| 10Y | +343.5% | +167.2% | +176.3% | +138.8% |
| All | +343.5% | +167.7% | +175.8% | +138.8% |
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