+679.1%
PG vs LII
+2,806.7%
-2,127.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +0.2% | -2.3% | +2.5% | +0.5% |
| 30D | +10.2% | -1.7% | +11.8% | +10.3% |
| 3M | +16.2% | -18.3% | +34.5% | +19.0% |
| 6M | +18.6% | -32.3% | +50.9% | +23.7% |
| YTD | +20.4% | -27.1% | +47.5% | +24.1% |
| 1Y | +16.2% | -27.2% | +43.3% | +19.7% |
| 3Y | +19.9% | -8.9% | +28.8% | +18.5% |
| 5Y | +30.3% | +19.7% | +10.6% | +22.9% |
| 10Y | +163.1% | +168.9% | -5.8% | +123.8% |
| All | +679.1% | +2,806.7% | -2,127.6% | +461.8% |
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