+12.8%
PH vs LII
-28.0%
+40.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.3% |
| 7D | +7.4% | -0.2% | +7.6% | +7.4% |
| 30D | +0.5% | -0.6% | +1.1% | -0.2% |
| 3M | -10.2% | -17.0% | +6.7% | -5.6% |
| 6M | +8.9% | -31.1% | +40.0% | +20.0% |
| YTD | +9.7% | -27.7% | +37.3% | +16.4% |
| 1Y | +12.8% | -26.2% | +39.0% | +18.6% |
| All | +12.8% | -28.0% | +40.8% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling