+214.7%
ROL vs LII
+166.2%
+48.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | +20.8% | -2.4% | +23.1% | +21.3% |
| 3M | +3.7% | -17.5% | +21.2% | +8.7% |
| 6M | -27.7% | -32.8% | +5.2% | -21.2% |
| YTD | -34.9% | -27.7% | -7.2% | -31.1% |
| 1Y | -33.3% | -28.1% | -5.2% | -29.4% |
| 3Y | +4.3% | -9.7% | +14.0% | -1.3% |
| 5Y | +15.0% | +19.5% | -4.5% | -4.0% |
| 10Y | +214.7% | +170.6% | +44.1% | +102.6% |
| All | +214.7% | +166.2% | +48.5% | +102.6% |
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