+132.3%
LEN vs PTC
+313.0%
-180.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.2% | -3.2% |
| 7D | -8.7% | +0.8% | -9.6% | -9.0% |
| 30D | +11.6% | +1.2% | +10.4% | +11.1% |
| 3M | -1.3% | +32.6% | -33.9% | -13.5% |
| 6M | -1.4% | +36.1% | -37.5% | -15.7% |
| YTD | -16.9% | +12.7% | -29.5% | -23.8% |
| 1Y | -31.2% | +10.2% | -41.3% | -36.2% |
| 3Y | -25.6% | +29.4% | -55.0% | -37.5% |
| 5Y | -13.3% | +61.1% | -74.3% | -34.9% |
| All | +132.3% | +313.0% | -180.7% | +9.0% |
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