+132.9%
PH vs LII
-8.7%
+141.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.8% | +3.6% |
| 7D | +2.0% | -0.6% | +2.6% | +2.1% |
| 30D | -3.7% | -4.6% | +0.9% | -2.8% |
| 3M | -14.0% | -21.2% | +7.2% | -6.2% |
| 6M | +2.1% | -36.4% | +38.6% | +20.2% |
| YTD | +5.1% | -28.9% | +34.0% | +16.1% |
| 1Y | +10.9% | -29.5% | +40.5% | +23.0% |
| 3Y | +132.9% | -8.6% | +141.5% | +121.4% |
| All | +132.9% | -8.7% | +141.7% | +121.4% |
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