+159.5%
PGR vs LII
+21.0%
+138.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 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