+583.1%
ROKU vs LII
+120.4%
+462.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +1.1% |
| 7D | +3.5% | -0.6% | +4.1% | +3.7% |
| 30D | +5.1% | -4.6% | +9.7% | +6.9% |
| 3M | +7.0% | -21.2% | +28.2% | +19.4% |
| 6M | +25.4% | -36.4% | +61.9% | +51.7% |
| YTD | +48.0% | -28.9% | +76.9% | +66.0% |
| 1Y | +53.1% | -29.5% | +82.7% | +72.2% |
| 3Y | +92.7% | -8.6% | +101.3% | +76.7% |
| 5Y | -42.4% | +20.2% | -62.6% | -56.6% |
| All | +583.1% | +120.4% | +462.6% | +436.3% |
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 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