+291.0%
LII vs PFGC
+419.1%
-128.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -0.7% | -2.2% | +1.5% | -0.3% |
| 30D | -12.6% | -11.9% | -0.7% | -10.3% |
| 3M | -24.4% | +5.0% | -29.4% | -25.3% |
| 6M | -28.7% | +8.6% | -37.3% | -30.0% |
| YTD | -19.1% | +9.7% | -28.8% | -21.1% |
| 1Y | -29.7% | -6.3% | -23.4% | -29.2% |
| 3Y | +4.8% | +58.2% | -53.4% | -5.5% |
| 5Y | +24.6% | +110.4% | -85.9% | +5.1% |
| 10Y | +169.2% | +272.8% | -103.5% | +93.7% |
| All | +291.0% | +419.1% | -128.2% | +174.0% |
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