+4,277.4%
PCAR vs LII
+3,124.4%
+1,153.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.3% |
| 7D | -0.5% | -0.7% | +0.2% | -0.2% |
| 30D | -6.2% | -12.6% | +6.4% | -1.0% |
| 3M | +5.9% | -24.4% | +30.3% | +17.1% |
| 6M | +0.4% | -28.7% | +29.1% | +13.1% |
| YTD | +14.8% | -19.1% | +34.0% | +22.5% |
| 1Y | +30.1% | -29.7% | +59.8% | +46.3% |
| 3Y | +66.7% | +4.8% | +61.9% | +54.5% |
| 5Y | +166.1% | +24.6% | +141.6% | +123.5% |
| 10Y | +353.7% | +169.2% | +184.5% | +166.6% |
| All | +4,277.4% | +3,124.4% | +1,153.0% | +1,013.9% |
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