Modern Internet services commonly replicate critical data across several geographical locations using state-machine replication (SMR). Due to their reliance on a leader replica, classical SMR protocols offer limited scalability and availability in this setting. To solve this problem, recent protocols follow instead a leaderless approach, in which each replica is able to make progress using a quorum of its peers. In this paper, we study this new emerging class of SMR protocols and states some of their limits. We first propose a framework that captures the essence of leaderless state-machine replication (Leaderless SMR). Then, we introduce a set of desirable properties for these protocols: (R)eliability, (O)ptimal (L)atency and (L)oad Balancing. We show that protocols matching all of the ROLL properties are subject to a trade-off between performance and reliability. We also establish a lower bound on the message delay to execute a command in protocols optimal for the ROLL properties. This lower bound explains the persistent chaining effect observed in experimental results.