+162.9%
LII vs PTC
+313.0%
-150.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -0.2% | +0.8% | -1.1% | -0.4% |
| 30D | -0.6% | +1.2% | -1.8% | -0.9% |
| 3M | -17.0% | +32.6% | -49.6% | -24.2% |
| 6M | -31.1% | +36.1% | -67.2% | -38.2% |
| YTD | -27.7% | +12.7% | -40.3% | -31.7% |
| 1Y | -26.2% | +10.2% | -36.3% | -29.8% |
| 3Y | -9.6% | +29.4% | -39.1% | -19.3% |
| 5Y | +15.7% | +61.1% | -45.4% | -4.4% |
| All | +162.9% | +313.0% | -150.0% | +56.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling