+1,420.7%
PBR vs LII
+4,132.0%
-2,711.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | -13.3% | +0.4% | -13.7% | -13.5% |
| 30D | -27.7% | -2.4% | -25.4% | -27.4% |
| 3M | +2.7% | -17.5% | +20.1% | +9.7% |
| 6M | -6.7% | -32.8% | +26.1% | +5.0% |
| YTD | +60.9% | -27.7% | +88.6% | +72.8% |
| 1Y | +46.6% | -28.1% | +74.7% | +57.2% |
| 3Y | +69.1% | -9.7% | +78.7% | +56.1% |
| 5Y | +469.6% | +19.5% | +450.1% | +338.5% |
| 10Y | +523.4% | +170.6% | +352.8% | +220.4% |
| All | +1,420.7% | +4,132.0% | -2,711.2% | +175.4% |
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