+12.6%
PG vs LII
+21.2%
-8.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.7% |
| 7D | -3.4% | +0.5% | -3.9% | -3.5% |
| 30D | -2.6% | -11.2% | +8.6% | -1.1% |
| 3M | -3.3% | -28.8% | +25.5% | +0.6% |
| 6M | -6.7% | -26.9% | +20.2% | -3.6% |
| YTD | +1.7% | -22.2% | +23.9% | +4.2% |
| 1Y | -7.9% | -32.0% | +24.0% | -4.2% |
| 3Y | +0.9% | -0.4% | +1.4% | -3.3% |
| 5Y | +12.6% | +22.4% | -9.8% | +0.4% |
| All | +12.6% | +21.2% | -8.5% | +0.4% |
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