+272.5%
PM vs LII
+169.1%
+103.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | 0.0% | +1.0% |
| 7D | +0.5% | +2.9% | -2.4% | +0.1% |
| 30D | -3.2% | +0.9% | -4.1% | -3.5% |
| 3M | +6.2% | -15.5% | +21.8% | +8.7% |
| 6M | +7.7% | -30.2% | +37.9% | +12.6% |
| YTD | +27.3% | -26.8% | +54.1% | +31.4% |
| 1Y | +32.8% | -25.3% | +58.0% | +36.5% |
| 3Y | +150.0% | -7.8% | +157.8% | +134.0% |
| 5Y | +164.2% | +17.0% | +147.3% | +128.4% |
| All | +272.5% | +169.1% | +103.4% | +151.5% |
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