+165.9%
LII vs PTC
+312.5%
-146.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.2% |
| 7D | +2.9% | +0.5% | +2.5% | +2.8% |
| 30D | +0.9% | +1.2% | -0.3% | +0.6% |
| 3M | -15.5% | +27.4% | -42.9% | -21.9% |
| 6M | -30.2% | +39.2% | -69.4% | -37.8% |
| YTD | -26.8% | +12.5% | -39.3% | -30.9% |
| 1Y | -25.3% | +12.3% | -37.6% | -29.4% |
| 3Y | -7.8% | +28.8% | -36.6% | -17.6% |
| 5Y | +17.0% | +60.9% | -43.9% | -3.3% |
| All | +165.9% | +312.5% | -146.5% | +58.8% |
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