+9,779.4%
ROST vs LII
+3,124.4%
+6,655.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.2% |
| 3M | -0.8% | -24.4% | +23.6% | +6.2% |
| 6M | +8.5% | -28.7% | +37.2% | +17.6% |
| YTD | +28.6% | -19.1% | +47.7% | +33.6% |
| 1Y | +52.3% | -29.7% | +82.0% | +64.6% |
| 3Y | +94.8% | +4.8% | +90.1% | +81.4% |
| 5Y | +110.8% | +24.6% | +86.2% | +82.9% |
| 10Y | +304.5% | +169.2% | +135.3% | +176.0% |
| All | +9,779.4% | +3,124.4% | +6,655.1% | +2,723.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling