+226.1%
PODD vs LII
+167.7%
+58.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.2% | -3.1% |
| 7D | -4.1% | +2.1% | -6.2% | -4.7% |
| 30D | +0.8% | -12.4% | +13.2% | +4.6% |
| 3M | -6.1% | -24.8% | +18.7% | +0.5% |
| 6M | -40.0% | -25.2% | -14.8% | -36.4% |
| YTD | -49.9% | -20.3% | -29.7% | -48.4% |
| 1Y | -59.3% | -32.9% | -26.4% | -55.7% |
| 3Y | -17.2% | +2.0% | -19.3% | -26.1% |
| 5Y | -53.0% | +24.4% | -77.4% | -62.8% |
| 10Y | +226.1% | +167.2% | +58.9% | +73.6% |
| All | +226.1% | +167.7% | +58.4% | +73.6% |
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