+1,291.4%
TROW vs LII
+2,796.3%
-1,504.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.2% |
| 7D | +4.7% | -1.2% | +5.9% | +5.3% |
| 30D | +5.4% | -2.0% | +7.3% | +5.9% |
| 3M | -1.6% | -20.2% | +18.6% | +8.4% |
| 6M | +7.8% | -32.5% | +40.3% | +25.6% |
| YTD | +12.6% | -27.4% | +39.9% | +24.7% |
| 1Y | +13.6% | -28.2% | +41.8% | +26.4% |
| 3Y | +36.6% | -7.2% | +43.8% | +30.1% |
| 5Y | -36.7% | +19.9% | -56.7% | -47.2% |
| 10Y | +136.3% | +168.6% | -32.3% | +32.3% |
| All | +1,291.4% | +2,796.3% | -1,504.9% | +160.8% |
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 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