+140.4%
PEG vs LII
+167.7%
-27.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.1% |
| 7D | +1.0% | +2.1% | -1.1% | +0.5% |
| 30D | -1.9% | -12.4% | +10.5% | +1.3% |
| 3M | -3.7% | -24.8% | +21.1% | +2.2% |
| 6M | -9.4% | -25.2% | +15.7% | -4.3% |
| YTD | -6.0% | -20.3% | +14.3% | -2.7% |
| 1Y | -4.4% | -32.9% | +28.6% | +3.3% |
| 3Y | +33.5% | +2.0% | +31.5% | +23.8% |
| 5Y | +35.7% | +24.4% | +11.3% | +15.3% |
| 10Y | +140.4% | +167.2% | -26.8% | +62.5% |
| All | +140.4% | +167.7% | -27.3% | +62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling