+5.8%
TROW vs LII
-33.3%
+39.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.1% |
| 7D | -1.5% | +0.5% | -2.0% | -1.6% |
| 30D | -5.3% | -11.2% | +5.9% | -3.4% |
| 3M | +2.9% | -28.8% | +31.7% | +8.3% |
| 6M | +22.2% | -26.9% | +49.1% | +27.3% |
| YTD | +8.1% | -22.2% | +30.3% | +10.6% |
| 1Y | +5.8% | -32.0% | +37.8% | +8.9% |
| All | +5.8% | -33.3% | +39.2% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling