+150.2%
PSX vs LII
-8.5%
+158.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.1% |
| 7D | -0.4% | -2.3% | +1.9% | -0.1% |
| 30D | -8.1% | -1.7% | -6.4% | -8.2% |
| 3M | +15.9% | -18.3% | +34.2% | +18.7% |
| 6M | +49.4% | -32.3% | +81.7% | +55.8% |
| YTD | +104.7% | -27.1% | +131.8% | +107.9% |
| 1Y | +89.1% | -27.2% | +116.3% | +91.9% |
| All | +150.2% | -8.5% | +158.7% | +145.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling