+50.7%
PFE vs LII
+172.8%
-122.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -3.0% | -2.3% | -0.7% | -2.6% |
| 30D | +5.2% | -1.7% | +6.9% | +5.4% |
| 3M | +12.2% | -18.3% | +30.5% | +16.1% |
| 6M | +17.8% | -32.3% | +50.1% | +24.9% |
| YTD | +26.2% | -27.1% | +53.3% | +31.2% |
| 1Y | +23.2% | -27.2% | +50.4% | +28.0% |
| 3Y | +21.3% | -8.9% | +30.2% | +18.8% |
| 5Y | -23.1% | +19.7% | -42.8% | -30.7% |
| 10Y | +50.7% | +168.9% | -118.2% | +17.8% |
| All | +50.7% | +172.8% | -122.1% | +17.8% |
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