-13.7%
PPG vs LII
+1.5%
-15.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.9% |
| 7D | 0.0% | +2.1% | -2.1% | -0.9% |
| 30D | -7.8% | -12.4% | +4.6% | -2.4% |
| 3M | -2.2% | -24.8% | +22.6% | +9.2% |
| 6M | +4.1% | -25.2% | +29.3% | +15.9% |
| YTD | +9.1% | -20.3% | +29.3% | +18.2% |
| 1Y | +1.0% | -32.9% | +33.9% | +16.9% |
| All | -13.7% | +1.5% | -15.2% | -14.4% |
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