+3.8%
ROL vs LII
-8.4%
+12.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +2.9% | +0.4% | +2.4% | +2.8% |
| 30D | +20.1% | -2.4% | +22.5% | +20.4% |
| 3M | +3.2% | -17.5% | +20.7% | +5.6% |
| 6M | -28.0% | -32.8% | +4.8% | -25.0% |
| YTD | -35.3% | -27.7% | -7.6% | -33.6% |
| 1Y | -33.6% | -28.1% | -5.6% | -32.0% |
| 3Y | +3.8% | -9.7% | +13.5% | +0.9% |
| All | +3.8% | -8.4% | +12.2% | +0.9% |
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