+60.2%
PPL vs LII
+162.0%
-101.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.1% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | +5.4% | -4.6% | +10.0% | +6.3% |
| 3M | +4.3% | -21.2% | +25.5% | +9.7% |
| 6M | -1.3% | -36.4% | +35.1% | +8.0% |
| YTD | +4.7% | -28.9% | +33.6% | +10.6% |
| 1Y | +1.3% | -29.5% | +30.8% | +7.0% |
| 3Y | +57.2% | -8.6% | +65.8% | +46.9% |
| 5Y | +48.2% | +20.2% | +28.0% | +22.8% |
| All | +60.2% | +162.0% | -101.7% | +6.0% |
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