+710.0%
PH vs LII
+172.8%
+537.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | +6.9% | -2.3% | +9.2% | +8.2% |
| 30D | +1.7% | -1.7% | +3.4% | +1.5% |
| 3M | -8.1% | -18.3% | +10.1% | +0.9% |
| 6M | +11.5% | -32.3% | +43.8% | +32.4% |
| YTD | +11.4% | -27.1% | +38.5% | +25.2% |
| 1Y | +14.1% | -27.2% | +41.3% | +28.2% |
| 3Y | +138.2% | -8.9% | +147.2% | +124.3% |
| 5Y | +216.0% | +19.7% | +196.3% | +145.3% |
| 10Y | +710.0% | +168.9% | +541.1% | +328.3% |
| All | +710.0% | +172.8% | +537.2% | +328.3% |
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