+806.9%
PH vs LII
+168.6%
+638.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.8% |
| 7D | -3.1% | -0.7% | -2.3% | -2.7% |
| 30D | -3.2% | -12.6% | +9.4% | +3.7% |
| 3M | +10.6% | -24.4% | +35.0% | +25.6% |
| 6M | -2.1% | -28.7% | +26.6% | +13.7% |
| YTD | +10.2% | -19.1% | +29.3% | +18.7% |
| 1Y | +28.2% | -29.7% | +57.9% | +48.4% |
| 3Y | +134.9% | +4.8% | +130.1% | +106.9% |
| 5Y | +253.6% | +24.6% | +229.1% | +173.5% |
| All | +806.9% | +168.6% | +638.3% | +377.6% |
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