+2,676.5%
ROP vs LII
+3,124.4%
-447.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.7% | -4.0% |
| 7D | -4.4% | -0.7% | -3.7% | -4.2% |
| 30D | +3.2% | -12.6% | +15.8% | +7.9% |
| 3M | +23.1% | -24.4% | +47.5% | +32.8% |
| 6M | +13.3% | -28.7% | +42.0% | +23.4% |
| YTD | -7.9% | -19.1% | +11.3% | -4.4% |
| 1Y | -22.1% | -29.7% | +7.6% | -15.6% |
| 3Y | -16.8% | +4.8% | -21.6% | -24.4% |
| 5Y | -13.5% | +24.6% | -38.1% | -27.9% |
| 10Y | +137.7% | +169.2% | -31.5% | +46.4% |
| All | +2,676.5% | +3,124.4% | -447.9% | +558.1% |
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