LP Toolkit/Private Equity Illiquidity Premium Calculator for LPs

Private Equity Illiquidity Premium Calculator for LPs

For institutional allocators testing whether an assumed private-equity return clears the required illiquidity hurdle.

If an LP assumes a 14% private-equity return against a 10% policy hurdle, what is the expected illiquidity premium?

Return hurdle at a glance

Estimate based on the inputs shown.

Expected return premium

How it is calculated

Return premium = expected private-markets return − required return

Differences between return rates are expressed in percentage points. Expected returns are uncertain and illustrative.

Read the result in context

An institutional LP may require additional return for accepting private-equity illiquidity. This tool tests the LP’s own return assumption against its chosen hurdle; it does not claim that private assets automatically earn a premium.

What is an illiquidity premium?

It is the additional expected return an investor may require for holding an asset that cannot be sold readily.

What is the relative premium?

It expresses the percentage-point difference relative to the absolute benchmark rate.

Is the expected return a forecast?

No. It is a user-supplied assumption for hurdle analysis.