+216.0%
PH vs LII
+20.3%
+195.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | +6.9% | -2.3% | +9.2% | +8.0% |
| 30D | +1.7% | -1.7% | +3.4% | +1.5% |
| 3M | -8.1% | -18.3% | +10.1% | -0.1% |
| 6M | +11.5% | -32.3% | +43.8% | +30.1% |
| YTD | +11.4% | -27.1% | +38.5% | +23.6% |
| 1Y | +14.1% | -27.2% | +41.3% | +26.6% |
| 3Y | +138.2% | -8.9% | +147.2% | +123.3% |
| 5Y | +216.0% | +19.7% | +196.3% | +146.2% |
| All | +216.0% | +20.3% | +195.7% | +146.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling