+2,348.3%
PWR vs LII
+171.3%
+2,176.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.1% |
| 7D | +3.6% | -0.7% | +4.3% | +3.9% |
| 30D | -8.6% | -12.6% | +4.0% | -2.5% |
| 3M | -13.2% | -24.4% | +11.3% | -2.3% |
| 6M | +9.9% | -28.7% | +38.6% | +26.7% |
| YTD | +48.0% | -19.1% | +67.2% | +58.7% |
| 1Y | +66.2% | -29.7% | +95.9% | +90.7% |
| 3Y | +195.1% | +4.8% | +190.3% | +165.4% |
| 5Y | +442.6% | +24.6% | +418.0% | +331.8% |
| All | +2,348.3% | +171.3% | +2,176.9% | +1,212.3% |
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