+2,739.7%
PHM vs LII
+2,734.1%
+5.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -0.9% |
| 7D | +6.2% | -0.6% | +6.8% | +6.7% |
| 30D | +17.9% | -4.6% | +22.5% | +20.7% |
| 3M | +2.5% | -21.2% | +23.7% | +16.6% |
| 6M | +10.8% | -36.4% | +47.2% | +39.2% |
| YTD | +13.7% | -28.9% | +42.6% | +33.1% |
| 1Y | +12.4% | -29.5% | +41.9% | +32.2% |
| 3Y | +65.6% | -8.6% | +74.2% | +64.2% |
| 5Y | +175.3% | +20.2% | +155.1% | +132.0% |
| 10Y | +713.9% | +166.2% | +547.7% | +347.3% |
| All | +2,739.7% | +2,734.1% | +5.5% | +402.7% |
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