+295.0%
PCAR vs LII
+172.8%
+122.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.1% |
| 7D | +2.2% | -2.3% | +4.5% | +3.2% |
| 30D | +0.3% | -1.7% | +2.0% | +0.6% |
| 3M | -17.9% | -18.3% | +0.4% | -11.4% |
| 6M | -3.4% | -32.3% | +28.9% | +11.0% |
| YTD | -0.1% | -27.1% | +27.0% | +10.4% |
| 1Y | +13.4% | -27.2% | +40.6% | +25.3% |
| 3Y | +37.2% | -8.9% | +46.1% | +33.2% |
| 5Y | +117.3% | +19.7% | +97.7% | +82.1% |
| 10Y | +295.0% | +168.9% | +126.1% | +134.5% |
| All | +295.0% | +172.8% | +122.2% | +134.5% |
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