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  • PWR vs LII✓SelectedUSD · LIIPWR vs LII performance historyLatest closeAs of+2.34%09/08
Stock and ETF performance explorer

PWR vs LII

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+456.7%
LII return
+25.8%
Excess return
+430.9%
Maximum drawdown
-33.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioLIIExcessAlpha
1D+2.3%-1.4%+3.7%+2.9%
7D+4.5%+2.1%+2.4%+3.5%
30D-4.9%-12.4%+7.5%+0.6%
3M-7.9%-24.8%+16.9%+2.6%
6M+18.3%-25.2%+43.5%+31.5%
YTD+51.5%-20.3%+71.8%+62.2%
1Y+70.3%-32.9%+103.3%+97.6%
3Y+210.6%+2.0%+208.6%+186.5%
5Y+456.7%+24.4%+432.2%+353.3%
All+456.7%+25.8%+430.9%+353.3%

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 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