-20.7%
PFE vs LII
+25.3%
-46.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.4% |
| 7D | +1.8% | -0.7% | +2.5% | +1.8% |
| 30D | +10.2% | -12.6% | +22.8% | +12.4% |
| 3M | +12.7% | -24.4% | +37.1% | +16.6% |
| 6M | +10.5% | -28.7% | +39.2% | +15.2% |
| YTD | +20.2% | -19.1% | +39.3% | +22.2% |
| 1Y | +24.1% | -29.7% | +53.8% | +29.0% |
| 3Y | -3.6% | +4.8% | -8.3% | -6.5% |
| All | -20.7% | +25.3% | -46.0% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling