+54.2%
PPL vs LII
+168.6%
-114.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | +2.7% | -0.7% | +3.4% | +2.8% |
| 30D | +0.5% | -12.6% | +13.1% | +3.5% |
| 3M | +0.7% | -24.4% | +25.1% | +6.3% |
| 6M | -7.6% | -28.7% | +21.1% | -1.6% |
| YTD | +1.8% | -19.1% | +21.0% | +4.8% |
| 1Y | -0.8% | -29.7% | +28.9% | +5.3% |
| 3Y | +56.9% | +4.8% | +52.1% | +42.1% |
| 5Y | +39.5% | +24.6% | +15.0% | +16.4% |
| All | +54.2% | +168.6% | -114.4% | +2.7% |
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