+16.2%
PFE vs LII
-6.9%
+23.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.1% | -2.5% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | +8.7% | -4.6% | +13.3% | +9.3% |
| 3M | +15.8% | -21.7% | +37.4% | +19.6% |
| 6M | +16.8% | -32.8% | +49.6% | +22.4% |
| YTD | +26.2% | -27.5% | +53.7% | +29.6% |
| 1Y | +29.9% | -28.0% | +57.9% | +33.5% |
| All | +16.2% | -6.9% | +23.1% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling