+112.0%
ROST vs LII
+17.0%
+95.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.5% | -2.7% |
| 7D | +0.3% | +2.9% | -2.7% | -0.6% |
| 30D | +0.5% | +0.9% | -0.4% | 0.0% |
| 3M | -5.2% | -15.5% | +10.3% | -0.9% |
| 6M | +9.8% | -30.2% | +40.0% | +19.3% |
| YTD | +29.4% | -26.8% | +56.2% | +36.7% |
| 1Y | +44.4% | -25.3% | +69.6% | +51.2% |
| 3Y | +95.0% | -7.8% | +102.8% | +78.4% |
| All | +112.0% | +17.0% | +95.0% | +72.2% |
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