-11.8%
ROP vs LII
+25.3%
-37.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.7% | -3.8% |
| 7D | -4.4% | -0.7% | -3.7% | -4.3% |
| 30D | +3.2% | -12.6% | +15.8% | +6.3% |
| 3M | +23.1% | -24.4% | +47.5% | +29.2% |
| 6M | +13.3% | -28.7% | +42.0% | +20.2% |
| YTD | -7.9% | -19.1% | +11.3% | -6.3% |
| 1Y | -22.1% | -29.7% | +7.6% | -17.6% |
| 3Y | -16.8% | +4.8% | -21.6% | -26.4% |
| All | -11.8% | +25.3% | -37.1% | -27.6% |
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 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