-41.7%
ROKU vs LII
+16.6%
-58.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +1.2% |
| 7D | +3.5% | -0.6% | +4.1% | +3.7% |
| 30D | +5.1% | -4.6% | +9.7% | +7.1% |
| 3M | +7.0% | -21.2% | +28.2% | +21.5% |
| 6M | +25.4% | -36.4% | +61.9% | +56.2% |
| YTD | +48.0% | -28.9% | +76.9% | +67.1% |
| 1Y | +53.1% | -29.5% | +82.7% | +73.3% |
| 3Y | +92.7% | -8.6% | +101.3% | +52.4% |
| All | -41.7% | +16.6% | -58.3% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling