+2,561.5%
PHM vs LII
+3,124.4%
-562.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.5% |
| 7D | -3.2% | -0.7% | -2.5% | -2.8% |
| 30D | -6.4% | -12.6% | +6.2% | +0.8% |
| 3M | +5.5% | -24.4% | +29.9% | +20.9% |
| 6M | -5.4% | -28.7% | +23.3% | +10.9% |
| YTD | +6.6% | -19.1% | +25.7% | +16.5% |
| 1Y | -8.8% | -29.7% | +20.9% | +7.3% |
| 3Y | +54.1% | +4.8% | +49.3% | +41.9% |
| 5Y | +144.5% | +24.6% | +119.9% | +102.1% |
| 10Y | +569.4% | +169.2% | +400.2% | +265.0% |
| All | +2,561.5% | +3,124.4% | -562.8% | +339.9% |
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