-37.7%
ROL vs LII
-29.6%
-8.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | +0.4% |
| 7D | -1.4% | -0.7% | -0.7% | -1.4% |
| 30D | -4.1% | -12.6% | +8.5% | -3.7% |
| 3M | -22.5% | -24.4% | +1.9% | -22.4% |
| 6M | -37.7% | -28.7% | -9.0% | -37.1% |
| All | -37.7% | -29.6% | -8.1% | -37.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling