+245.1%
PWR vs LII
-9.2%
+254.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +19.1% | -0.2% | +19.3% | +19.2% |
| 30D | -12.0% | -0.6% | -11.4% | -12.8% |
| 3M | -10.6% | -17.0% | +6.4% | -4.7% |
| 6M | -20.8% | -31.1% | +10.3% | -10.2% |
| YTD | +43.7% | -27.7% | +71.4% | +57.4% |
| 1Y | +35.0% | -26.2% | +61.1% | +46.3% |
| All | +245.1% | -9.2% | +254.3% | +215.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling