+370.1%
PSX vs LII
+167.7%
+202.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.0% |
| 7D | +2.8% | +2.1% | +0.7% | +2.2% |
| 30D | +27.8% | -12.4% | +40.2% | +32.4% |
| 3M | +42.0% | -24.8% | +66.8% | +51.3% |
| 6M | +58.1% | -25.2% | +83.3% | +66.9% |
| YTD | +105.0% | -20.3% | +125.3% | +111.0% |
| 1Y | +104.9% | -32.9% | +137.9% | +122.5% |
| 3Y | +134.1% | +2.0% | +132.0% | +112.6% |
| 5Y | +363.8% | +24.4% | +339.4% | +283.4% |
| 10Y | +370.1% | +167.2% | +202.9% | +178.8% |
| All | +370.1% | +167.7% | +202.4% | +178.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling