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  • PWR vs LII✓SelectedUSD · LIIPWR vs LII performance historyLatest closeAs of+6.25%11/06
Stock and ETF performance explorer

PWR vs LII

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,476.1%
LII return
+2,734.1%
Excess return
-258.0%
Maximum drawdown
-97.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioLIIExcessAlpha
1D+6.3%-2.0%+8.2%+7.1%
7D-12.9%-0.6%-12.2%-12.8%
30D-22.8%-4.6%-18.3%-22.1%
3M-19.0%-21.2%+2.2%-11.1%
6M-31.1%-36.4%+5.3%-18.1%
YTD+28.3%-28.9%+57.2%+43.4%
1Y+22.2%-29.5%+51.8%+37.0%
3Y+222.2%-8.6%+230.7%+214.4%
5Y+364.2%+20.2%+343.9%+290.4%
10Y+1,864.8%+166.2%+1,698.6%+1,038.4%
All+2,476.1%+2,734.1%-258.0%+378.7%

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