+112.3%
ROST vs LII
+25.3%
+87.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | +0.9% | -0.7% | +1.7% | +1.1% |
| 30D | -8.9% | -12.6% | +3.7% | -5.4% |
| 3M | -0.8% | -24.4% | +23.6% | +5.8% |
| 6M | +8.5% | -28.7% | +37.2% | +17.3% |
| YTD | +28.6% | -19.1% | +47.7% | +32.4% |
| 1Y | +52.3% | -29.7% | +82.0% | +64.0% |
| 3Y | +94.8% | +4.8% | +90.1% | +71.4% |
| All | +112.3% | +25.3% | +87.0% | +68.5% |
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