+193.4%
ROP vs LII
+162.0%
+31.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -1.0% | -2.3% |
| 7D | +2.1% | -0.6% | +2.8% | +2.4% |
| 30D | +32.9% | -4.6% | +37.5% | +34.5% |
| 3M | +20.3% | -21.2% | +41.5% | +29.2% |
| 6M | +36.8% | -36.4% | +73.2% | +54.3% |
| YTD | +8.1% | -28.9% | +37.0% | +15.5% |
| 1Y | +8.3% | -29.5% | +37.8% | +15.9% |
| 3Y | -3.2% | -8.6% | +5.3% | -11.4% |
| 5Y | +1.7% | +20.2% | -18.5% | -19.9% |
| All | +193.4% | +162.0% | +31.4% | +71.6% |
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