+27.6%
LII vs PTC
+6.0%
+21.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.0% | +7.2% | +3.1% |
| 7D | -0.7% | -10.3% | +9.5% | +2.6% |
| 30D | -12.6% | +1.1% | -13.7% | -13.3% |
| 3M | -24.4% | +1.6% | -26.0% | -25.8% |
| 6M | -28.7% | -13.5% | -15.2% | -25.9% |
| YTD | -19.1% | -19.1% | -0.1% | -14.0% |
| 1Y | -29.7% | -33.9% | +4.2% | -18.5% |
| 3Y | +4.8% | -3.9% | +8.7% | +0.3% |
| All | +27.6% | +6.0% | +21.6% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling