+1,261.5%
TROW vs LII
+3,124.4%
-1,862.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.1% | -1.5% |
| 7D | -1.3% | -0.7% | -0.6% | -1.0% |
| 30D | -4.5% | -12.6% | +8.1% | +1.4% |
| 3M | +3.9% | -24.4% | +28.3% | +15.6% |
| 6M | +22.6% | -28.7% | +51.3% | +38.8% |
| YTD | +10.1% | -19.1% | +29.3% | +16.8% |
| 1Y | +3.6% | -29.7% | +33.3% | +16.4% |
| 3Y | +12.4% | +4.8% | +7.6% | +1.4% |
| 5Y | -37.5% | +24.6% | -62.0% | -48.5% |
| 10Y | +130.0% | +169.2% | -39.3% | +29.0% |
| All | +1,261.5% | +3,124.4% | -1,862.9% | +144.2% |
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