+1,073.8%
PSX vs LII
+1,006.2%
+67.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.8% | -2.0% | -4.0% |
| 7D | -9.7% | +0.2% | -9.9% | -9.8% |
| 30D | -8.4% | -4.6% | -3.8% | -7.7% |
| 3M | +22.6% | -21.7% | +44.3% | +30.9% |
| 6M | +38.8% | -32.8% | +71.6% | +52.4% |
| YTD | +95.5% | -27.5% | +123.0% | +106.3% |
| 1Y | +87.1% | -28.0% | +115.1% | +97.7% |
| 3Y | +133.5% | -7.2% | +140.7% | +116.9% |
| 5Y | +280.9% | +22.6% | +258.3% | +204.7% |
| 10Y | +356.6% | +171.5% | +185.0% | +145.0% |
| All | +1,073.8% | +1,006.2% | +67.7% | +317.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling