+621.5%
PBR vs LII
+167.7%
+453.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.9% |
| 7D | +2.5% | +2.1% | +0.4% | +1.9% |
| 30D | +19.4% | -12.4% | +31.8% | +23.2% |
| 3M | +20.8% | -24.8% | +45.6% | +27.5% |
| 6M | +23.5% | -25.2% | +48.6% | +29.6% |
| YTD | +83.4% | -20.3% | +103.7% | +87.5% |
| 1Y | +77.6% | -32.9% | +110.5% | +90.9% |
| 3Y | +99.9% | +2.0% | +97.8% | +76.8% |
| 5Y | +567.7% | +24.4% | +543.3% | +435.1% |
| 10Y | +621.5% | +167.2% | +454.3% | +336.5% |
| All | +621.5% | +167.7% | +453.8% | +336.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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