+5,529.6%
LII vs PFG
+960.1%
+4,569.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.4% |
| 7D | -0.6% | -0.6% | 0.0% | -0.4% |
| 30D | -4.6% | +2.0% | -6.6% | -5.2% |
| 3M | -21.2% | -3.2% | -18.1% | -20.5% |
| 6M | -36.4% | +10.9% | -47.4% | -38.8% |
| YTD | -28.9% | +28.8% | -57.8% | -34.9% |
| 1Y | -29.5% | +39.2% | -68.7% | -37.1% |
| 3Y | -8.6% | +75.0% | -83.6% | -24.6% |
| 5Y | +20.2% | +91.9% | -71.7% | -4.3% |
| 10Y | +166.2% | +202.3% | -36.1% | +72.5% |
| All | +5,529.6% | +960.1% | +4,569.4% | +2,077.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling