+168.3%
PG vs LII
+169.1%
-0.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.9% |
| 7D | +2.7% | +2.9% | -0.3% | +2.1% |
| 30D | +9.2% | +0.9% | +8.3% | +8.9% |
| 3M | +18.5% | -15.5% | +34.0% | +21.8% |
| 6M | +21.1% | -30.2% | +51.3% | +27.6% |
| YTD | +21.9% | -26.8% | +48.8% | +26.9% |
| 1Y | +18.1% | -25.3% | +43.4% | +22.3% |
| 3Y | +20.6% | -7.8% | +28.3% | +16.3% |
| 5Y | +31.8% | +17.0% | +14.8% | +17.7% |
| All | +168.3% | +169.1% | -0.8% | +103.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling