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  • PGR vs LII✓SelectedUSD · LIIPGR vs LII performance historyLatest closeAs of+0.32%09/10
Stock and ETF performance explorer

PGR vs LII

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+159.5%
LII return
+21.0%
Excess return
+138.5%
Maximum drawdown
-30.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioLIIExcessAlpha
1D+0.3%-0.8%+1.2%+0.4%
7D-3.4%-3.5%+0.1%-3.1%
30D+1.8%-13.5%+15.3%+3.3%
3M+5.9%-26.0%+31.9%+8.7%
6M+4.6%-26.8%+31.4%+7.1%
YTD+1.1%-22.9%+23.9%+2.7%
1Y-6.6%-32.6%+26.1%-3.5%
3Y+74.2%-1.3%+75.5%+65.3%
5Y+159.5%+23.1%+136.4%+121.6%
All+159.5%+21.0%+138.5%+121.6%

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