+997.2%
PEG vs LII
+3,124.4%
-2,127.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | +0.7% | -0.7% | +1.4% | +0.8% |
| 30D | -2.4% | -12.6% | +10.2% | -0.1% |
| 3M | -4.8% | -24.4% | +19.7% | -0.6% |
| 6M | -10.7% | -28.7% | +18.0% | -6.1% |
| YTD | -6.7% | -19.1% | +12.5% | -4.3% |
| 1Y | -6.8% | -29.7% | +22.9% | -2.3% |
| 3Y | +34.5% | +4.8% | +29.7% | +29.2% |
| 5Y | +35.8% | +24.6% | +11.2% | +24.6% |
| 10Y | +141.7% | +169.2% | -27.5% | +92.1% |
| All | +997.2% | +3,124.4% | -2,127.2% | +546.0% |
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