+3,188.9%
LII vs PTC
+299.3%
+2,889.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.0% | +7.2% | +2.4% |
| 7D | -0.7% | -10.3% | +9.5% | +1.5% |
| 30D | -12.6% | +1.1% | -13.7% | -13.0% |
| 3M | -24.4% | +1.6% | -26.0% | -25.4% |
| 6M | -28.7% | -13.5% | -15.2% | -27.5% |
| YTD | -19.1% | -19.1% | -0.1% | -16.7% |
| 1Y | -29.7% | -33.9% | +4.2% | -24.4% |
| 3Y | +4.8% | -3.9% | +8.7% | +3.3% |
| 5Y | +24.6% | +6.0% | +18.5% | +19.3% |
| 10Y | +169.2% | +223.7% | -54.5% | +96.0% |
| All | +3,188.9% | +299.3% | +2,889.5% | +1,589.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling