+15.8%
TROW vs LII
+2.8%
+13.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | +0.1% |
| 7D | +0.4% | +2.1% | -1.7% | -0.3% |
| 30D | -4.0% | -12.4% | +8.4% | -0.1% |
| 3M | +5.0% | -24.8% | +29.8% | +13.0% |
| 6M | +24.3% | -25.2% | +49.5% | +33.2% |
| YTD | +9.8% | -20.3% | +30.0% | +14.0% |
| 1Y | +6.4% | -32.9% | +39.4% | +17.9% |
| 3Y | +15.8% | +2.0% | +13.8% | +8.0% |
| All | +15.8% | +2.8% | +13.0% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling