-8.3%
PBR vs LII
-32.5%
+24.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -0.6% |
| 7D | -13.3% | -1.2% | -12.1% | -13.4% |
| 30D | -27.5% | -2.0% | -25.5% | -27.3% |
| 3M | +5.2% | -20.2% | +25.4% | +0.5% |
| All | -8.3% | -32.5% | +24.2% | -14.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling