-31.4%
ROL vs LII
-26.1%
-5.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.4% | +2.4% |
| 7D | +3.0% | +2.9% | 0.0% | +2.6% |
| 30D | +19.8% | +0.9% | +18.9% | +19.6% |
| 3M | +7.9% | -15.5% | +23.4% | +9.0% |
| 6M | -25.6% | -30.2% | +4.6% | -24.7% |
| YTD | -34.1% | -26.8% | -7.3% | -34.0% |
| 1Y | -31.4% | -25.3% | -6.1% | -31.6% |
| All | -31.4% | -26.1% | -5.3% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling