+636.9%
PEP vs LII
+2,790.7%
-2,153.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.6% |
| 7D | +6.7% | +0.2% | +6.5% | +6.6% |
| 30D | +13.5% | -4.6% | +18.1% | +14.1% |
| 3M | +3.9% | -21.7% | +25.6% | +7.2% |
| 6M | -6.0% | -32.8% | +26.8% | -1.6% |
| YTD | +2.5% | -27.5% | +30.0% | +5.8% |
| 1Y | +3.9% | -28.0% | +31.9% | +7.3% |
| 3Y | -4.7% | -7.2% | +2.6% | -6.4% |
| 5Y | +1.1% | +22.6% | -21.5% | -5.9% |
| 10Y | +83.8% | +171.5% | -87.7% | +52.3% |
| All | +636.9% | +2,790.7% | -2,153.7% | +372.0% |
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