+168.6%
LII vs PTC
+326.2%
-157.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | -1.2% | +0.8% | -2.0% | -1.4% |
| 30D | -2.0% | +0.7% | -2.7% | -2.1% |
| 3M | -20.2% | +32.6% | -52.8% | -27.1% |
| 6M | -32.5% | +33.6% | -66.1% | -39.2% |
| YTD | -27.4% | +12.4% | -39.8% | -31.4% |
| 1Y | -28.2% | +11.2% | -39.4% | -31.9% |
| 3Y | -7.2% | +31.7% | -38.9% | -17.6% |
| 5Y | +19.9% | +60.1% | -40.2% | -0.7% |
| 10Y | +168.6% | +317.2% | -148.6% | +59.5% |
| All | +168.6% | +326.2% | -157.5% | +59.5% |
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