+136.4%
PH vs LII
-8.4%
+144.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +2.1% | +0.4% | +1.7% | +1.9% |
| 30D | +0.3% | -2.4% | +2.7% | +0.4% |
| 3M | -8.8% | -17.5% | +8.7% | -2.3% |
| 6M | +10.0% | -32.8% | +42.9% | +26.4% |
| YTD | +10.5% | -27.7% | +38.2% | +21.3% |
| 1Y | +15.5% | -28.1% | +43.6% | +27.0% |
| 3Y | +136.4% | -9.7% | +146.0% | +126.0% |
| All | +136.4% | -8.4% | +144.7% | +126.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling