+64.4%
PPL vs LII
+170.7%
-106.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.8% |
| 7D | -1.2% | -1.2% | 0.0% | -1.0% |
| 30D | +4.2% | -2.0% | +6.2% | +4.4% |
| 3M | +1.5% | -20.2% | +21.7% | +6.5% |
| 6M | +1.0% | -32.5% | +33.6% | +9.1% |
| YTD | +4.4% | -27.4% | +31.8% | +9.7% |
| 1Y | +0.8% | -28.2% | +28.9% | +6.1% |
| 3Y | +56.5% | -7.2% | +63.7% | +45.8% |
| 5Y | +47.7% | +19.9% | +27.8% | +22.9% |
| 10Y | +64.4% | +168.6% | -104.2% | +9.5% |
| All | +64.4% | +170.7% | -106.3% | +9.5% |
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