-14.4%
PCOR vs LII
+7.6%
-22.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.6% |
| 7D | +22.7% | -0.6% | +23.3% | +23.3% |
| 30D | +37.5% | -4.6% | +42.1% | +40.0% |
| 3M | +35.2% | -21.2% | +56.4% | +51.1% |
| 6M | +42.2% | -36.4% | +78.7% | +71.3% |
| YTD | +3.6% | -28.9% | +32.5% | +12.2% |
| 1Y | -4.8% | -29.5% | +24.8% | +3.6% |
| 3Y | +48.3% | -8.6% | +56.9% | +27.4% |
| 5Y | -20.1% | +20.2% | -40.3% | -48.2% |
| All | -14.4% | +7.6% | -22.0% | -43.9% |
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 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