+146.0%
PM vs LII
-8.7%
+154.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.8% |
| 7D | -5.2% | -0.6% | -4.6% | -5.2% |
| 30D | +2.7% | -4.6% | +7.3% | +2.7% |
| 3M | +6.1% | -21.2% | +27.4% | +5.8% |
| 6M | +18.0% | -36.4% | +54.4% | +17.4% |
| YTD | +26.6% | -28.9% | +55.5% | +26.4% |
| 1Y | +36.7% | -29.5% | +66.2% | +36.4% |
| 3Y | +146.0% | -8.6% | +154.6% | +139.4% |
| All | +146.0% | -8.7% | +154.7% | +139.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling