+243.6%
LII vs PFGC
+465.8%
-222.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.5% |
| 7D | -0.6% | +8.5% | -9.1% | -2.4% |
| 30D | -4.6% | +15.0% | -19.6% | -7.4% |
| 3M | -21.2% | -6.2% | -15.0% | -20.3% |
| 6M | -36.4% | +15.7% | -52.2% | -38.6% |
| YTD | -28.9% | +19.6% | -48.5% | -32.0% |
| 1Y | -29.5% | +13.2% | -42.7% | -31.8% |
| 3Y | -8.6% | +77.0% | -85.5% | -19.5% |
| 5Y | +20.2% | +121.5% | -101.3% | +0.2% |
| 10Y | +166.2% | +354.5% | -188.3% | +85.1% |
| All | +243.6% | +465.8% | -222.2% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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