+695.9%
PH vs LII
+169.1%
+526.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.6% |
| 7D | +4.3% | +2.9% | +1.4% | +2.8% |
| 30D | +0.1% | +0.9% | -0.8% | -1.4% |
| 3M | -9.4% | -15.5% | +6.2% | -2.1% |
| 6M | +8.8% | -30.2% | +39.0% | +27.0% |
| YTD | +9.6% | -26.8% | +36.5% | +23.0% |
| 1Y | +14.4% | -25.3% | +39.7% | +26.7% |
| 3Y | +134.5% | -7.8% | +142.3% | +119.1% |
| 5Y | +204.4% | +17.0% | +187.5% | +139.8% |
| All | +695.9% | +169.1% | +526.7% | +320.8% |
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 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