+4,321.8%
PH vs LII
+2,790.7%
+1,531.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.9% | -0.8% |
| 7D | -3.9% | +0.2% | -4.1% | -4.1% |
| 30D | -9.4% | -4.6% | -4.8% | -8.3% |
| 3M | -10.3% | -21.7% | +11.3% | -1.8% |
| 6M | +2.7% | -32.8% | +35.5% | +18.1% |
| YTD | +2.1% | -27.5% | +29.7% | +12.9% |
| 1Y | +16.2% | -28.0% | +44.2% | +28.7% |
| 3Y | +129.3% | -7.2% | +136.5% | +124.4% |
| 5Y | +191.7% | +22.6% | +169.1% | +151.0% |
| 10Y | +759.2% | +171.5% | +587.7% | +439.4% |
| All | +4,321.8% | +2,790.7% | +1,531.1% | +1,131.0% |
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 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