+112.7%
PG vs LII
+170.6%
-57.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.4% |
| 7D | -2.7% | -3.5% | +0.8% | -2.1% |
| 30D | -1.5% | -13.5% | +12.0% | +0.9% |
| 3M | -3.4% | -26.0% | +22.6% | +1.1% |
| 6M | -7.0% | -26.8% | +19.8% | -2.9% |
| YTD | +2.0% | -22.9% | +24.8% | +5.3% |
| 1Y | -6.5% | -32.6% | +26.1% | -1.3% |
| 3Y | +1.2% | -1.3% | +2.5% | -3.6% |
| 5Y | +12.8% | +23.1% | -10.3% | 0.0% |
| All | +112.7% | +170.6% | -57.9% | +63.0% |
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