+159.5%
PM vs LII
+23.0%
+136.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -2.5% |
| 7D | -7.3% | -1.2% | -6.1% | -7.2% |
| 30D | -4.0% | -2.0% | -2.1% | -4.0% |
| 3M | +2.7% | -20.2% | +23.0% | +4.0% |
| 6M | +14.9% | -32.5% | +47.4% | +17.0% |
| YTD | +23.5% | -27.4% | +50.9% | +25.1% |
| 1Y | +30.4% | -28.2% | +58.5% | +32.0% |
| 3Y | +143.2% | -7.2% | +150.5% | +130.0% |
| 5Y | +159.5% | +19.9% | +139.6% | +127.0% |
| All | +159.5% | +23.0% | +136.5% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling