+3.0%
ROP vs LII
+20.3%
-17.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -2.9% | -2.3% | -0.7% | -2.4% |
| 30D | +30.1% | -1.7% | +31.7% | +30.3% |
| 3M | +19.9% | -18.3% | +38.2% | +25.1% |
| 6M | +46.0% | -32.3% | +78.3% | +56.7% |
| YTD | +8.4% | -27.1% | +35.5% | +12.5% |
| 1Y | +8.8% | -27.2% | +36.0% | +12.9% |
| 3Y | -5.6% | -8.9% | +3.3% | -13.5% |
| 5Y | +3.0% | +19.7% | -16.7% | -16.0% |
| All | +3.0% | +20.3% | -17.3% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling