+3,162.5%
ROK vs LII
+2,806.7%
+355.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +1.9% |
| 7D | -8.5% | -2.3% | -6.2% | -7.4% |
| 30D | -6.4% | -1.7% | -4.7% | -6.2% |
| 3M | -8.8% | -18.3% | +9.4% | -1.1% |
| 6M | -10.5% | -32.3% | +21.8% | +3.8% |
| YTD | +5.4% | -27.1% | +32.5% | +17.5% |
| 1Y | +5.0% | -27.2% | +32.2% | +17.0% |
| 3Y | +64.3% | -8.9% | +73.2% | +62.4% |
| 5Y | +34.0% | +19.7% | +14.3% | +15.7% |
| 10Y | +268.2% | +168.9% | +99.3% | +121.4% |
| All | +3,162.5% | +2,806.7% | +355.8% | +634.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling