+5,076.2%
ROL vs LII
+3,124.4%
+1,951.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | +0.1% |
| 7D | -1.4% | -0.7% | -0.7% | -1.2% |
| 30D | -4.1% | -12.6% | +8.5% | -0.3% |
| 3M | -22.5% | -24.4% | +1.9% | -17.1% |
| 6M | -37.7% | -28.7% | -9.0% | -32.6% |
| YTD | -39.6% | -19.1% | -20.4% | -37.3% |
| 1Y | -36.0% | -29.7% | -6.3% | -31.1% |
| 3Y | -5.1% | +4.8% | -9.9% | -12.3% |
| 5Y | -3.4% | +24.6% | -27.9% | -17.2% |
| 10Y | +215.2% | +169.2% | +46.0% | +106.2% |
| All | +5,076.2% | +3,124.4% | +1,951.8% | +1,318.5% |
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