-23.8%
PFE vs LII
+17.0%
-40.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -1.7% | +2.9% | -4.6% | -2.1% |
| 30D | +0.3% | +0.9% | -0.6% | +0.1% |
| 3M | +9.4% | -15.5% | +24.9% | +11.9% |
| 6M | +14.9% | -30.2% | +45.1% | +19.9% |
| YTD | +23.8% | -26.8% | +50.6% | +27.5% |
| 1Y | +19.5% | -25.3% | +44.8% | +22.6% |
| 3Y | +21.0% | -7.8% | +28.8% | +19.7% |
| All | -23.8% | +17.0% | -40.7% | -36.0% |
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