+105.8%
ROST vs LII
+19.9%
+85.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.2% |
| 7D | +1.2% | -0.6% | +1.8% | +1.5% |
| 30D | +2.5% | -4.6% | +7.1% | +3.6% |
| 3M | -9.0% | -21.2% | +12.3% | -2.9% |
| 6M | +1.3% | -36.4% | +37.8% | +13.4% |
| YTD | +29.1% | -28.9% | +58.0% | +37.5% |
| 1Y | +45.4% | -29.5% | +75.0% | +55.2% |
| 3Y | +94.9% | -8.6% | +103.4% | +78.4% |
| All | +105.8% | +19.9% | +85.9% | +62.5% |
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