+4,670.1%
PH vs LII
+3,124.4%
+1,545.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.7% |
| 7D | -3.1% | -0.7% | -2.3% | -2.8% |
| 30D | -3.2% | -12.6% | +9.4% | +2.1% |
| 3M | +10.6% | -24.4% | +35.0% | +22.3% |
| 6M | -2.1% | -28.7% | +26.6% | +10.3% |
| YTD | +10.2% | -19.1% | +29.3% | +17.4% |
| 1Y | +28.2% | -29.7% | +57.9% | +44.2% |
| 3Y | +134.9% | +4.8% | +130.1% | +120.2% |
| 5Y | +253.6% | +24.6% | +229.1% | +204.3% |
| 10Y | +804.7% | +169.2% | +635.5% | +471.7% |
| All | +4,670.1% | +3,124.4% | +1,545.8% | +1,180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling