+48.5%
PFE vs LII
+166.1%
-117.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | +3.1% | -0.6% | +3.7% | +3.1% |
| 3M | +11.2% | -17.0% | +28.2% | +14.7% |
| 6M | +15.0% | -31.1% | +46.2% | +21.6% |
| YTD | +23.5% | -27.7% | +51.2% | +28.6% |
| 1Y | +18.9% | -26.2% | +45.1% | +23.2% |
| 3Y | +18.7% | -9.6% | +28.4% | +16.4% |
| 5Y | -24.0% | +15.7% | -39.7% | -31.0% |
| All | +48.5% | +166.1% | -117.6% | +15.4% |
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