+184.4%
ROP vs LII
+169.1%
+15.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | +0.7% | +2.9% | -2.2% | -0.2% |
| 30D | +28.8% | +0.9% | +27.9% | +28.0% |
| 3M | +21.1% | -15.5% | +36.6% | +27.2% |
| 6M | +52.5% | -30.2% | +82.7% | +66.7% |
| YTD | +8.9% | -26.8% | +35.7% | +15.3% |
| 1Y | +8.2% | -25.3% | +33.5% | +13.5% |
| 3Y | -5.2% | -7.8% | +2.6% | -13.2% |
| 5Y | +1.7% | +17.0% | -15.3% | -18.6% |
| All | +184.4% | +169.1% | +15.3% | +62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling