+16.2%
PM vs LII
-31.8%
+48.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.1% | -2.0% |
| 7D | -4.9% | -0.7% | -4.2% | -4.9% |
| 30D | -3.4% | -12.6% | +9.2% | -3.4% |
| 3M | +5.2% | -24.4% | +29.6% | +5.1% |
| 6M | +3.7% | -28.7% | +32.4% | +3.0% |
| YTD | +15.8% | -19.1% | +34.9% | +17.1% |
| All | +16.2% | -31.8% | +48.0% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling