+89.6%
PEP vs LII
+166.2%
-76.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.3% |
| 7D | +4.6% | +0.4% | +4.2% | +4.5% |
| 30D | +14.0% | -2.4% | +16.4% | +14.3% |
| 3M | +5.4% | -17.5% | +22.9% | +8.7% |
| 6M | -5.1% | -32.8% | +27.7% | +0.5% |
| YTD | +3.1% | -27.7% | +30.8% | +7.2% |
| 1Y | +4.8% | -28.1% | +32.8% | +8.9% |
| 3Y | -4.1% | -9.7% | +5.5% | -8.1% |
| 5Y | +3.0% | +19.5% | -16.5% | -10.0% |
| 10Y | +89.6% | +170.6% | -81.0% | +36.5% |
| All | +89.6% | +166.2% | -76.6% | +36.5% |
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