+220.7%
ROL vs LII
+169.1%
+51.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.4% | +2.3% |
| 7D | +3.0% | +2.9% | 0.0% | +2.2% |
| 30D | +19.8% | +0.9% | +18.9% | +19.3% |
| 3M | +7.9% | -15.5% | +23.4% | +12.4% |
| 6M | -25.6% | -30.2% | +4.6% | -19.8% |
| YTD | -34.1% | -26.8% | -7.3% | -30.5% |
| 1Y | -31.4% | -25.3% | -6.1% | -28.1% |
| 3Y | +4.7% | -7.8% | +12.4% | -1.6% |
| 5Y | +15.6% | +17.0% | -1.4% | -2.7% |
| All | +220.7% | +169.1% | +51.6% | +104.3% |
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 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