-3.5%
ROP vs LII
-8.7%
+5.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -1.0% | -2.7% |
| 7D | +2.1% | -0.6% | +2.8% | +2.2% |
| 30D | +32.9% | -4.6% | +37.5% | +33.6% |
| 3M | +20.0% | -21.2% | +41.2% | +23.5% |
| 6M | +36.4% | -36.4% | +72.9% | +43.1% |
| YTD | +7.8% | -28.9% | +36.8% | +9.8% |
| 1Y | +8.0% | -29.5% | +37.5% | +10.0% |
| 3Y | -3.5% | -8.6% | +5.1% | -8.5% |
| All | -3.5% | -8.7% | +5.3% | -8.5% |
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 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