+3,246.9%
ROP vs LII
+2,790.7%
+456.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.6% | +0.7% |
| 7D | +9.2% | +0.2% | +9.0% | +9.1% |
| 30D | +35.5% | -4.6% | +40.1% | +37.3% |
| 3M | +24.4% | -21.7% | +46.1% | +34.6% |
| 6M | +38.0% | -32.8% | +70.8% | +54.0% |
| YTD | +11.1% | -27.5% | +38.6% | +19.2% |
| 1Y | +10.9% | -28.0% | +38.9% | +19.1% |
| 3Y | -0.5% | -7.2% | +6.8% | -5.7% |
| 5Y | +4.5% | +22.6% | -18.1% | -12.8% |
| 10Y | +207.5% | +171.5% | +35.9% | +88.2% |
| All | +3,246.9% | +2,790.7% | +456.2% | +720.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling