+163.7%
PEG vs LII
+166.1%
-2.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.9% |
| 7D | +2.3% | -0.2% | +2.5% | +2.4% |
| 30D | +6.1% | -0.6% | +6.7% | +6.0% |
| 3M | -0.5% | -17.0% | +16.5% | +3.7% |
| 6M | -3.2% | -31.1% | +28.0% | +4.5% |
| YTD | -4.4% | -27.7% | +23.2% | +1.0% |
| 1Y | -7.4% | -26.2% | +18.8% | -2.7% |
| 3Y | +33.9% | -9.6% | +43.6% | +28.0% |
| 5Y | +42.3% | +15.7% | +26.6% | +22.6% |
| All | +163.7% | +166.1% | -2.4% | +78.4% |
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