-33.9%
PTC vs LH
+20.0%
-53.9%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.4% | -4.6% | -5.5% |
| 7D | -10.3% | -2.5% | -7.8% | -9.4% |
| 30D | +1.1% | +4.3% | -3.2% | -0.4% |
| 3M | +1.6% | +25.5% | -23.9% | -6.3% |
| 6M | -13.5% | +17.0% | -30.4% | -18.5% |
| YTD | -19.1% | +31.3% | -50.3% | -26.3% |
| 1Y | -33.9% | +20.0% | -53.8% | -39.0% |
| All | -33.9% | +20.0% | -53.9% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling