+1,091.2%
PSX vs LII
+1,003.4%
+87.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -7.8% | +0.4% | -8.2% | -8.0% |
| 30D | -9.9% | -2.4% | -7.5% | -9.8% |
| 3M | +16.9% | -17.5% | +34.4% | +23.0% |
| 6M | +48.0% | -32.8% | +80.8% | +62.6% |
| YTD | +98.3% | -27.7% | +126.0% | +109.5% |
| 1Y | +86.2% | -28.1% | +114.2% | +96.8% |
| 3Y | +144.0% | -9.7% | +153.6% | +129.0% |
| 5Y | +287.7% | +19.5% | +268.2% | +214.0% |
| 10Y | +338.3% | +170.6% | +167.7% | +135.5% |
| All | +1,091.2% | +1,003.4% | +87.8% | +324.2% |
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 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