+260.9%
PM vs LII
+172.8%
+88.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -7.1% | -2.3% | -4.8% | -6.7% |
| 30D | -2.8% | -1.7% | -1.1% | -2.7% |
| 3M | +6.3% | -18.3% | +24.6% | +9.4% |
| 6M | +9.6% | -32.3% | +42.0% | +15.3% |
| YTD | +25.6% | -27.1% | +52.7% | +29.8% |
| 1Y | +29.7% | -27.2% | +56.8% | +33.8% |
| 3Y | +147.6% | -8.9% | +156.5% | +132.4% |
| 5Y | +160.1% | +19.7% | +140.5% | +123.2% |
| 10Y | +260.9% | +168.9% | +92.0% | +145.4% |
| All | +260.9% | +172.8% | +88.1% | +145.4% |
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