+4.8%
PEP vs LII
-28.7%
+33.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.3% |
| 7D | +4.6% | +0.4% | +4.2% | +4.6% |
| 30D | +14.0% | -2.4% | +16.4% | +14.1% |
| 3M | +5.4% | -17.5% | +22.9% | +6.3% |
| 6M | -5.1% | -32.8% | +27.7% | -3.9% |
| YTD | +3.1% | -27.7% | +30.8% | +4.3% |
| 1Y | +4.8% | -28.1% | +32.8% | +5.9% |
| All | +4.8% | -28.7% | +33.4% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling