+168.6%
LII vs PFG
+203.0%
-34.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +0.6% |
| 7D | -1.2% | +2.3% | -3.5% | -2.1% |
| 30D | -2.0% | +7.6% | -9.6% | -4.7% |
| 3M | -20.2% | +2.5% | -22.8% | -21.1% |
| 6M | -32.5% | +16.6% | -49.2% | -36.9% |
| YTD | -27.4% | +34.1% | -61.4% | -36.0% |
| 1Y | -28.2% | +44.1% | -72.2% | -38.5% |
| 3Y | -7.2% | +86.3% | -93.5% | -28.8% |
| 5Y | +19.9% | +101.6% | -81.7% | -11.0% |
| 10Y | +168.6% | +197.9% | -29.2% | +64.7% |
| All | +168.6% | +203.0% | -34.4% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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