+354.9%
PWR vs LII
+19.9%
+335.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.2% | +7.0% |
| 7D | -12.9% | -0.6% | -12.2% | -12.8% |
| 30D | -22.8% | -4.6% | -18.3% | -22.3% |
| 3M | -19.0% | -21.2% | +2.2% | -11.4% |
| 6M | -31.1% | -36.4% | +5.3% | -18.4% |
| YTD | +28.3% | -28.9% | +57.2% | +42.5% |
| 1Y | +22.2% | -29.5% | +51.8% | +36.2% |
| 3Y | +222.2% | -8.6% | +230.7% | +207.6% |
| All | +354.9% | +19.9% | +335.0% | +272.4% |
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