+160.2%
PEG vs LII
+170.7%
-10.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.2% | +1.1% | +2.8% |
| 7D | +0.9% | -1.2% | +2.1% | +1.1% |
| 30D | +3.8% | -2.0% | +5.8% | +4.0% |
| 3M | +0.1% | -20.2% | +20.3% | +5.4% |
| 6M | -1.0% | -32.5% | +31.6% | +7.4% |
| YTD | -4.1% | -27.4% | +23.2% | +1.3% |
| 1Y | -6.9% | -28.2% | +21.3% | -1.5% |
| 3Y | +35.6% | -7.2% | +42.9% | +28.6% |
| 5Y | +42.8% | +19.9% | +22.9% | +21.6% |
| 10Y | +160.2% | +168.6% | -8.4% | +74.2% |
| All | +160.2% | +170.7% | -10.5% | +74.2% |
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