+216.0%
ROL vs LII
+162.0%
+54.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.6% |
| 7D | +9.5% | -0.6% | +10.1% | +9.6% |
| 30D | +22.9% | -4.6% | +27.5% | +24.3% |
| 3M | +3.5% | -21.2% | +24.8% | +9.8% |
| 6M | -29.4% | -36.4% | +7.1% | -21.9% |
| YTD | -36.1% | -28.9% | -7.1% | -32.0% |
| 1Y | -34.4% | -29.5% | -4.8% | -30.1% |
| 3Y | +4.0% | -8.6% | +12.6% | -2.1% |
| 5Y | +13.2% | +20.2% | -7.0% | -5.8% |
| All | +216.0% | +162.0% | +54.1% | +104.6% |
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