+2.2%
PPL vs LII
-27.8%
+30.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.0% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | +6.8% | -4.6% | +11.4% | +7.1% |
| 3M | +3.9% | -21.7% | +25.5% | +5.6% |
| 6M | -2.0% | -32.8% | +30.8% | +0.5% |
| YTD | +5.3% | -27.5% | +32.8% | +7.8% |
| 1Y | +2.2% | -28.0% | +30.2% | +4.1% |
| All | +2.2% | -27.8% | +30.0% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling