+214.9%
ROL vs LII
+170.7%
+44.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.5% |
| 7D | +7.5% | -1.2% | +8.7% | +7.8% |
| 30D | +21.1% | -2.0% | +23.1% | +21.6% |
| 3M | +3.1% | -20.2% | +23.4% | +9.0% |
| 6M | -27.4% | -32.5% | +5.1% | -21.0% |
| YTD | -34.7% | -27.4% | -7.3% | -31.0% |
| 1Y | -32.9% | -28.2% | -4.8% | -29.0% |
| 3Y | +6.1% | -7.2% | +13.4% | -0.4% |
| 5Y | +16.3% | +19.9% | -3.6% | -2.9% |
| 10Y | +214.9% | +168.6% | +46.2% | +102.4% |
| All | +214.9% | +170.7% | +44.1% | +102.4% |
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 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