-26.2%
LII vs PTC
+0.1%
-26.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.6% |
| 7D | +7.9% | +0.1% | +7.8% | +7.9% |
| 30D | -0.6% | +1.5% | -2.1% | -0.6% |
| 3M | -19.3% | +37.8% | -57.1% | -18.6% |
| 6M | -29.8% | +41.2% | -71.1% | -28.7% |
| YTD | -25.4% | +12.0% | -37.4% | -21.9% |
| 1Y | -26.2% | +1.6% | -27.8% | -21.3% |
| All | -26.2% | +0.1% | -26.3% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling