+10,331.5%
LEN vs PTC
+6,346.6%
+3,984.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.0% | +0.3% |
| 7D | -3.2% | -10.3% | +7.1% | -0.8% |
| 30D | -4.9% | +1.1% | -6.0% | -5.4% |
| 3M | -8.5% | +1.6% | -10.1% | -9.6% |
| 6M | -20.7% | -13.5% | -7.2% | -19.0% |
| YTD | -17.4% | -19.1% | +1.6% | -14.6% |
| 1Y | -38.2% | -33.9% | -4.4% | -33.2% |
| 3Y | -24.9% | -3.9% | -21.0% | -25.9% |
| 5Y | -11.4% | +6.0% | -17.5% | -14.9% |
| 10Y | +110.0% | +223.7% | -113.7% | +54.4% |
| All | +10,331.5% | +6,346.6% | +3,984.9% | +3,559.7% |
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