+3,568.3%
PCAR vs LII
+2,790.7%
+777.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.3% | -0.4% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | -4.4% | -4.6% | +0.2% | -2.9% |
| 3M | -21.4% | -21.7% | +0.2% | -13.7% |
| 6M | -7.3% | -32.8% | +25.5% | +7.0% |
| YTD | -3.8% | -27.5% | +23.7% | +6.8% |
| 1Y | +6.3% | -28.0% | +34.3% | +18.3% |
| 3Y | +34.4% | -7.2% | +41.6% | +30.7% |
| 5Y | +109.2% | +22.6% | +86.6% | +76.0% |
| 10Y | +312.9% | +171.5% | +141.3% | +140.6% |
| All | +3,568.3% | +2,790.7% | +777.7% | +871.6% |
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 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