+5,494.8%
ROL vs LII
+2,790.7%
+2,704.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.8% |
| 7D | +11.7% | +0.2% | +11.5% | +11.6% |
| 30D | +27.7% | -4.6% | +32.3% | +29.2% |
| 3M | +3.7% | -21.7% | +25.3% | +11.0% |
| 6M | -27.8% | -32.8% | +5.0% | -20.4% |
| YTD | -34.7% | -27.5% | -7.2% | -30.2% |
| 1Y | -34.1% | -28.0% | -6.1% | -29.5% |
| 3Y | +5.9% | -7.2% | +13.1% | +1.5% |
| 5Y | +15.6% | +22.6% | -7.0% | -0.8% |
| 10Y | +226.5% | +171.5% | +54.9% | +112.5% |
| All | +5,494.8% | +2,790.7% | +2,704.1% | +1,479.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling