-6.7%
LII vs PTC
+31.8%
-38.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | -4.6% | +0.8% | -5.4% | -4.7% |
| 3M | -21.7% | +39.6% | -61.2% | -26.9% |
| 6M | -32.8% | +41.5% | -74.3% | -38.0% |
| YTD | -27.5% | +11.7% | -39.2% | -27.1% |
| 1Y | -28.0% | +2.4% | -30.4% | -25.0% |
| All | -6.7% | +31.8% | -38.6% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling