+232.4%
PM vs LII
+162.0%
+70.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.5% |
| 7D | -5.2% | -0.6% | -4.6% | -5.1% |
| 30D | +2.7% | -4.6% | +7.3% | +3.3% |
| 3M | +6.1% | -21.2% | +27.4% | +9.8% |
| 6M | +18.0% | -36.4% | +54.4% | +25.3% |
| YTD | +26.6% | -28.9% | +55.5% | +31.3% |
| 1Y | +36.7% | -29.5% | +66.2% | +41.9% |
| 3Y | +146.0% | -8.6% | +154.6% | +130.0% |
| 5Y | +164.1% | +20.2% | +143.9% | +125.3% |
| All | +232.4% | +162.0% | +70.4% | +120.4% |
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