-34.7%
TROW vs LII
+19.4%
-54.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +4.4% | +0.4% | +4.0% | +4.3% |
| 30D | +5.5% | -2.4% | +7.8% | +6.1% |
| 3M | -1.3% | -17.5% | +16.2% | +7.1% |
| 6M | +7.9% | -32.8% | +40.7% | +25.7% |
| YTD | +12.6% | -27.7% | +40.3% | +23.9% |
| 1Y | +13.3% | -28.1% | +41.4% | +24.8% |
| 3Y | +38.6% | -9.7% | +48.2% | +21.5% |
| 5Y | -34.7% | +19.5% | -54.2% | -58.8% |
| All | -34.7% | +19.4% | -54.1% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling