+990.8%
PEG vs LII
+2,734.1%
-1,743.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.3% |
| 7D | -2.3% | -0.6% | -1.6% | -2.2% |
| 30D | +1.2% | -4.6% | +5.8% | +1.9% |
| 3M | -2.4% | -21.2% | +18.9% | +1.6% |
| 6M | -6.9% | -36.4% | +29.6% | 0.0% |
| YTD | -7.2% | -28.9% | +21.7% | -2.8% |
| 1Y | -8.9% | -29.5% | +20.7% | -4.5% |
| 3Y | +27.1% | -8.6% | +35.7% | +25.0% |
| 5Y | +33.8% | +20.2% | +13.6% | +23.4% |
| 10Y | +150.2% | +166.2% | -16.1% | +99.4% |
| All | +990.8% | +2,734.1% | -1,743.4% | +555.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling