+20.4%
PAYX vs LII
+21.2%
-0.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | -1.3% |
| 7D | -7.5% | +0.5% | -7.9% | -7.6% |
| 30D | -5.3% | -11.2% | +5.9% | -2.7% |
| 3M | +15.6% | -28.8% | +44.4% | +23.6% |
| 6M | +19.5% | -26.9% | +46.4% | +25.8% |
| YTD | +5.8% | -22.2% | +28.0% | +8.4% |
| 1Y | -10.9% | -32.0% | +21.1% | -4.9% |
| 3Y | +5.4% | -0.4% | +5.9% | -7.7% |
| 5Y | +20.4% | +22.4% | -2.1% | -9.1% |
| All | +20.4% | +21.2% | -0.8% | -9.1% |
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