+26.0%
PPG vs LII
+172.9%
-146.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.1% |
| 7D | -3.7% | +0.5% | -4.2% | -4.0% |
| 30D | -7.2% | -11.2% | +4.0% | -1.7% |
| 3M | -7.3% | -28.8% | +21.5% | +8.0% |
| 6M | +0.3% | -26.9% | +27.2% | +14.7% |
| YTD | +6.5% | -22.2% | +28.7% | +17.9% |
| 1Y | +0.5% | -32.0% | +32.5% | +18.3% |
| 3Y | -15.3% | -0.4% | -14.8% | -21.1% |
| 5Y | -22.9% | +22.4% | -45.3% | -37.7% |
| All | +26.0% | +172.9% | -146.9% | -28.9% |
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