+117.4%
PM vs LII
+25.3%
+92.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.1% | -2.0% |
| 7D | -4.9% | -0.7% | -4.2% | -4.8% |
| 30D | -3.4% | -12.6% | +9.2% | -2.6% |
| 3M | +5.2% | -24.4% | +29.6% | +6.7% |
| 6M | +3.7% | -28.7% | +32.4% | +5.5% |
| YTD | +15.8% | -19.1% | +34.9% | +16.7% |
| 1Y | +17.4% | -29.7% | +47.1% | +19.2% |
| 3Y | +116.9% | +4.8% | +112.1% | +102.9% |
| All | +117.4% | +25.3% | +92.1% | +98.0% |
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