+362.8%
PSX vs LII
+171.4%
+191.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | +4.5% | -0.7% | +5.3% | +4.7% |
| 30D | +26.6% | -12.6% | +39.2% | +31.3% |
| 3M | +39.3% | -24.4% | +63.7% | +48.2% |
| 6M | +56.8% | -28.7% | +85.5% | +68.4% |
| YTD | +101.8% | -19.1% | +121.0% | +106.9% |
| 1Y | +99.6% | -29.7% | +129.3% | +113.2% |
| 3Y | +140.3% | +4.8% | +135.6% | +116.4% |
| 5Y | +339.3% | +24.6% | +314.8% | +264.2% |
| All | +362.8% | +171.4% | +191.3% | +173.4% |
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