+545.9%
PHM vs LII
+167.7%
+378.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -2.6% |
| 7D | -2.5% | +2.1% | -4.6% | -3.8% |
| 30D | -9.7% | -12.4% | +2.8% | -1.6% |
| 3M | +2.2% | -24.8% | +27.0% | +20.0% |
| 6M | -5.7% | -25.2% | +19.5% | +9.7% |
| YTD | +2.8% | -20.3% | +23.1% | +14.3% |
| 1Y | -14.4% | -32.9% | +18.5% | +6.4% |
| 3Y | +52.2% | +2.0% | +50.2% | +34.0% |
| 5Y | +154.3% | +24.4% | +129.8% | +88.2% |
| 10Y | +545.9% | +167.2% | +378.6% | +197.0% |
| All | +545.9% | +167.7% | +378.1% | +197.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling