+4.7%
PEP vs LII
+25.3%
-20.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -0.8% |
| 7D | -1.4% | -0.7% | -0.7% | -1.3% |
| 30D | +0.2% | -12.6% | +12.8% | +1.7% |
| 3M | -1.1% | -24.4% | +23.3% | +1.4% |
| 6M | -13.5% | -28.7% | +15.2% | -10.8% |
| YTD | -1.2% | -19.1% | +18.0% | +0.1% |
| 1Y | -1.6% | -29.7% | +28.1% | +1.3% |
| 3Y | -12.5% | +4.8% | -17.3% | -17.2% |
| All | +4.7% | +25.3% | -20.6% | -5.2% |
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