+61.0%
ROK vs LII
-8.2%
+69.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.9% |
| 7D | +7.1% | +2.9% | +4.1% | +5.8% |
| 30D | -5.0% | +0.9% | -5.9% | -5.8% |
| 3M | -9.4% | -15.5% | +6.1% | -3.2% |
| 6M | -11.0% | -30.2% | +19.2% | +1.4% |
| YTD | +4.4% | -26.8% | +31.3% | +15.4% |
| 1Y | +7.4% | -25.3% | +32.7% | +17.4% |
| 3Y | +61.0% | -7.8% | +68.7% | +40.3% |
| All | +61.0% | -8.2% | +69.1% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling