+198.3%
PTC vs LH
+185.6%
+12.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.8% |
| 7D | -13.6% | -3.2% | -10.4% | -12.3% |
| 30D | -14.7% | +0.1% | -14.8% | -14.7% |
| 3M | -5.9% | +18.6% | -24.5% | -12.8% |
| 6M | -21.1% | +17.9% | -39.1% | -26.8% |
| YTD | -26.0% | +28.9% | -55.0% | -34.2% |
| 1Y | -36.8% | +16.6% | -53.5% | -41.4% |
| 3Y | -10.3% | +63.6% | -73.8% | -29.6% |
| 5Y | +1.2% | +30.0% | -28.8% | -13.4% |
| 10Y | +198.3% | +191.9% | +6.4% | +66.4% |
| All | +198.3% | +185.6% | +12.7% | +66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling