+147.8%
PR vs LII
+180.7%
-32.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.0% | -4.0% |
| 7D | -16.5% | +0.2% | -16.7% | -16.7% |
| 30D | -4.5% | -4.6% | +0.1% | -3.7% |
| 3M | +8.5% | -21.7% | +30.2% | +16.2% |
| 6M | -3.3% | -32.8% | +29.5% | +6.0% |
| YTD | +55.7% | -27.5% | +83.2% | +63.3% |
| 1Y | +82.0% | -28.0% | +110.0% | +91.0% |
| 3Y | +62.5% | -7.2% | +69.7% | +47.7% |
| 5Y | +223.9% | +22.6% | +201.3% | +151.4% |
| 10Y | +64.2% | +171.5% | -107.3% | +13.8% |
| All | +147.8% | +180.7% | -32.9% | +78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling