+131.7%
TROW vs LII
+163.1%
-31.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.4% |
| 7D | -1.5% | +0.5% | -2.0% | -1.8% |
| 30D | -5.3% | -11.2% | +5.9% | +0.1% |
| 3M | +2.9% | -28.8% | +31.7% | +18.5% |
| 6M | +22.2% | -26.9% | +49.1% | +37.2% |
| YTD | +8.1% | -22.2% | +30.3% | +16.4% |
| 1Y | +5.8% | -32.0% | +37.8% | +21.5% |
| 3Y | +14.0% | -0.4% | +14.5% | +0.7% |
| 5Y | -38.3% | +22.4% | -60.7% | -53.5% |
| 10Y | +131.7% | +171.4% | -39.8% | +22.6% |
| All | +131.7% | +163.1% | -31.4% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling