+99.7%
ROST vs LII
-9.2%
+108.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | +5.1% | -0.6% | +5.7% | +5.1% |
| 3M | -4.3% | -17.0% | +12.7% | -0.9% |
| 6M | +9.4% | -31.1% | +40.5% | +15.9% |
| YTD | +32.5% | -27.7% | +60.2% | +37.3% |
| 1Y | +46.9% | -26.2% | +73.0% | +51.2% |
| All | +99.7% | -9.2% | +108.9% | +93.6% |
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 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