+165.4%
LII vs PTC
+334.9%
-169.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | -4.6% | +0.8% | -5.4% | -4.8% |
| 3M | -21.2% | +32.1% | -53.3% | -28.0% |
| 6M | -36.4% | +42.6% | -79.1% | -43.9% |
| YTD | -28.9% | +12.0% | -40.9% | -32.8% |
| 1Y | -29.5% | +12.2% | -41.7% | -33.4% |
| 3Y | -8.6% | +31.2% | -39.8% | -18.8% |
| 5Y | +20.2% | +54.9% | -34.7% | +0.3% |
| All | +165.4% | +334.9% | -169.6% | +55.2% |
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