+4.0%
ROL vs LII
-8.7%
+12.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.8% |
| 7D | +9.5% | -0.6% | +10.1% | +9.6% |
| 30D | +22.9% | -4.6% | +27.5% | +23.7% |
| 3M | +3.5% | -21.2% | +24.8% | +6.6% |
| 6M | -29.4% | -36.4% | +7.1% | -25.8% |
| YTD | -36.1% | -28.9% | -7.1% | -34.3% |
| 1Y | -34.4% | -29.5% | -4.8% | -32.5% |
| 3Y | +4.0% | -8.6% | +12.6% | -0.1% |
| All | +4.0% | -8.7% | +12.7% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling