-6.3%
ROP vs LII
-8.4%
+2.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | +30.3% | -2.4% | +32.7% | +30.6% |
| 3M | +17.8% | -17.5% | +35.3% | +20.4% |
| 6M | +38.9% | -32.8% | +71.7% | +44.3% |
| YTD | +7.6% | -27.7% | +35.3% | +9.3% |
| 1Y | +6.5% | -28.1% | +34.6% | +8.1% |
| 3Y | -6.3% | -9.7% | +3.4% | -9.8% |
| All | -6.3% | -8.4% | +2.1% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling