+1,573.8%
PBR vs LII
+4,632.2%
-3,058.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.4% |
| 7D | +8.6% | -0.7% | +9.3% | +8.7% |
| 30D | +12.8% | -12.6% | +25.4% | +18.5% |
| 3M | +14.7% | -24.4% | +39.1% | +24.4% |
| 6M | +25.2% | -28.7% | +53.9% | +37.3% |
| YTD | +77.1% | -19.1% | +96.3% | +83.2% |
| 1Y | +69.6% | -29.7% | +99.3% | +84.0% |
| 3Y | +95.6% | +4.8% | +90.8% | +70.2% |
| 5Y | +501.8% | +24.6% | +477.2% | +360.2% |
| 10Y | +640.6% | +169.2% | +471.4% | +287.5% |
| All | +1,573.8% | +4,632.2% | -3,058.4% | +192.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling