+170.6%
LII vs PTC
+315.4%
-144.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | +0.4% | +1.3% | -0.9% | +0.1% |
| 30D | -2.4% | +1.1% | -3.5% | -2.7% |
| 3M | -17.5% | +30.1% | -47.6% | -24.2% |
| 6M | -32.8% | +34.0% | -66.9% | -39.5% |
| YTD | -27.7% | +12.8% | -40.5% | -31.8% |
| 1Y | -28.1% | +10.7% | -38.8% | -31.7% |
| 3Y | -9.7% | +29.6% | -39.3% | -19.4% |
| 5Y | +19.5% | +63.5% | -44.1% | -1.6% |
| 10Y | +170.6% | +316.7% | -146.1% | +60.8% |
| All | +170.6% | +315.4% | -144.8% | +60.8% |
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