+2,848.5%
LII vs PTC
+451.1%
+2,397.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.8% |
| 3M | -21.7% | +39.6% | -61.2% | -28.0% |
| 6M | -32.8% | +41.5% | -74.3% | -39.0% |
| YTD | -27.5% | +11.7% | -39.2% | -31.1% |
| 1Y | -28.0% | +2.4% | -30.4% | -30.3% |
| 3Y | -7.2% | +31.9% | -39.1% | -15.4% |
| 5Y | +22.6% | +54.5% | -31.9% | +7.3% |
| 10Y | +171.5% | +342.1% | -170.5% | +83.0% |
| All | +2,848.5% | +451.1% | +2,397.4% | +1,298.3% |
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