+2.0%
PEP vs LII
+23.0%
-21.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.1% |
| 7D | +1.0% | -1.2% | +2.2% | +1.2% |
| 30D | +12.6% | -2.0% | +14.6% | +12.8% |
| 3M | +3.1% | -20.2% | +23.4% | +5.6% |
| 6M | -6.3% | -32.5% | +26.3% | -2.9% |
| YTD | +1.9% | -27.4% | +29.2% | +4.3% |
| 1Y | +3.3% | -28.2% | +31.4% | +5.8% |
| 3Y | -4.8% | -7.2% | +2.4% | -8.5% |
| 5Y | +2.0% | +19.9% | -17.9% | -9.1% |
| All | +2.0% | +23.0% | -21.0% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling