+61.1%
PPL vs LII
+167.2%
-106.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.4% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | +6.8% | -4.6% | +11.4% | +7.7% |
| 3M | +3.9% | -21.7% | +25.5% | +9.4% |
| 6M | -2.0% | -32.8% | +30.8% | +5.8% |
| YTD | +5.3% | -27.5% | +32.8% | +10.7% |
| 1Y | +2.2% | -28.0% | +30.2% | +7.5% |
| 3Y | +56.7% | -7.2% | +63.9% | +46.0% |
| 5Y | +49.1% | +22.6% | +26.5% | +23.0% |
| All | +61.1% | +167.2% | -106.0% | +6.1% |
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