+39.4%
PPL vs LII
+25.3%
+14.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | +2.7% | -0.7% | +3.4% | +2.8% |
| 30D | +0.5% | -12.6% | +13.1% | +2.4% |
| 3M | +0.7% | -24.4% | +25.1% | +4.2% |
| 6M | -7.6% | -28.7% | +21.1% | -3.7% |
| YTD | +1.8% | -19.1% | +21.0% | +3.8% |
| 1Y | -0.8% | -29.7% | +28.9% | +3.2% |
| 3Y | +56.9% | +4.8% | +52.1% | +44.6% |
| All | +39.4% | +25.3% | +14.1% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling