+1,289.8%
TROW vs LII
+2,806.7%
-1,516.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -1.7% | -2.3% | +0.6% | -0.6% |
| 30D | +6.4% | -1.7% | +8.1% | +6.8% |
| 3M | -1.5% | -18.3% | +16.8% | +7.4% |
| 6M | +8.3% | -32.3% | +40.6% | +25.9% |
| YTD | +12.4% | -27.1% | +39.5% | +24.4% |
| 1Y | +12.4% | -27.2% | +39.6% | +24.3% |
| 3Y | +38.3% | -8.9% | +47.3% | +33.0% |
| 5Y | -35.2% | +19.7% | -54.8% | -45.8% |
| 10Y | +128.8% | +168.9% | -40.1% | +28.0% |
| All | +1,289.8% | +2,806.7% | -1,516.9% | +160.0% |
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 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