+610.7%
PEP vs LII
+3,124.4%
-2,513.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 3M | -1.1% | -24.4% | +23.3% | +2.1% |
| 6M | -13.5% | -28.7% | +15.2% | -10.2% |
| YTD | -1.2% | -19.1% | +18.0% | +0.6% |
| 1Y | -1.6% | -29.7% | +28.1% | +1.9% |
| 3Y | -12.5% | +4.8% | -17.3% | -15.6% |
| 5Y | +3.0% | +24.6% | -21.5% | -4.2% |
| 10Y | +73.9% | +169.2% | -95.3% | +44.2% |
| All | +610.7% | +3,124.4% | -2,513.7% | +349.1% |
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 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