+98.6%
ROST vs LII
+6.0%
+92.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +0.9% | -0.7% | +1.7% | +1.1% |
| 30D | -8.9% | -12.6% | +3.7% | -6.5% |
| 3M | -0.8% | -24.4% | +23.6% | +3.5% |
| 6M | +8.5% | -28.7% | +37.2% | +14.3% |
| YTD | +28.6% | -19.1% | +47.7% | +30.7% |
| 1Y | +52.3% | -29.7% | +82.0% | +59.8% |
| All | +98.6% | +6.0% | +92.6% | +92.7% |
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