+357.1%
PSX vs LII
+172.8%
+184.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.0% |
| 7D | -0.4% | -2.3% | +1.9% | +0.3% |
| 30D | -8.1% | -1.7% | -6.4% | -8.2% |
| 3M | +15.9% | -18.3% | +34.2% | +21.7% |
| 6M | +49.4% | -32.3% | +81.7% | +62.5% |
| YTD | +104.7% | -27.1% | +131.8% | +114.5% |
| 1Y | +89.1% | -27.2% | +116.3% | +98.1% |
| 3Y | +151.7% | -8.9% | +160.7% | +135.7% |
| 5Y | +298.3% | +19.7% | +278.7% | +227.1% |
| 10Y | +357.1% | +168.9% | +188.2% | +165.2% |
| All | +357.1% | +172.8% | +184.2% | +165.2% |
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