+107.3%
PR vs LII
+168.6%
-61.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.0% |
| 7D | +2.9% | -0.7% | +3.6% | +3.1% |
| 30D | +18.0% | -12.6% | +30.6% | +23.0% |
| 3M | +16.9% | -24.4% | +41.3% | +24.8% |
| 6M | +28.2% | -28.7% | +56.9% | +38.3% |
| YTD | +69.3% | -19.1% | +88.5% | +72.8% |
| 1Y | +69.5% | -29.7% | +99.2% | +81.7% |
| 3Y | +81.7% | +4.8% | +76.9% | +58.5% |
| 5Y | +422.2% | +24.6% | +397.7% | +311.4% |
| All | +107.3% | +168.6% | -61.3% | +43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling