+35.8%
PFE vs LII
+168.6%
-132.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | +1.8% | -0.7% | +2.5% | +1.8% |
| 30D | +10.2% | -12.6% | +22.8% | +12.8% |
| 3M | +12.7% | -24.4% | +37.1% | +17.4% |
| 6M | +10.5% | -28.7% | +39.2% | +16.0% |
| YTD | +20.2% | -19.1% | +39.3% | +22.8% |
| 1Y | +24.1% | -29.7% | +53.8% | +30.1% |
| 3Y | -3.6% | +4.8% | -8.3% | -7.9% |
| 5Y | -20.9% | +24.6% | -45.4% | -28.8% |
| All | +35.8% | +168.6% | -132.7% | +7.3% |
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