-20.2%
PFE vs LII
+23.0%
-43.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.9% |
| 7D | -4.7% | -1.2% | -3.5% | -4.5% |
| 30D | +3.4% | -2.0% | +5.3% | +3.6% |
| 3M | +9.2% | -20.2% | +29.5% | +12.7% |
| 6M | +15.8% | -32.5% | +48.4% | +21.6% |
| YTD | +23.4% | -27.4% | +50.8% | +27.3% |
| 1Y | +25.8% | -28.2% | +54.0% | +29.9% |
| 3Y | +17.8% | -7.2% | +25.1% | +16.4% |
| 5Y | -20.2% | +19.9% | -40.1% | -31.6% |
| All | -20.2% | +23.0% | -43.2% | -31.6% |
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