+10,252.5%
ROST vs LII
+2,806.7%
+7,445.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | -1.8% | -2.3% | +0.5% | -1.1% |
| 30D | +6.8% | -1.7% | +8.5% | +7.1% |
| 3M | -4.0% | -18.3% | +14.3% | +1.6% |
| 6M | +12.9% | -32.3% | +45.2% | +24.5% |
| YTD | +34.7% | -27.1% | +61.9% | +44.0% |
| 1Y | +49.5% | -27.2% | +76.7% | +59.8% |
| 3Y | +101.5% | -8.9% | +110.4% | +95.7% |
| 5Y | +120.7% | +19.7% | +101.0% | +93.3% |
| 10Y | +317.8% | +168.9% | +149.0% | +185.2% |
| All | +10,252.5% | +2,806.7% | +7,445.8% | +2,943.6% |
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