+133.4%
ROP vs LII
+167.7%
-34.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.4% |
| 7D | -5.4% | +2.1% | -7.5% | -6.1% |
| 30D | -1.6% | -12.4% | +10.8% | +2.5% |
| 3M | +18.8% | -24.8% | +43.6% | +27.6% |
| 6M | +8.2% | -25.2% | +33.4% | +15.2% |
| YTD | -10.5% | -20.3% | +9.8% | -7.5% |
| 1Y | -23.7% | -32.9% | +9.2% | -16.3% |
| 3Y | -17.9% | +2.0% | -19.9% | -27.3% |
| 5Y | -15.3% | +24.4% | -39.8% | -33.2% |
| 10Y | +133.4% | +167.2% | -33.8% | +35.4% |
| All | +133.4% | +167.7% | -34.3% | +35.4% |
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