+316.7%
PTC vs LH
+267.5%
+49.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +1.3% | +4.8% | -3.5% | -0.8% |
| 30D | +1.1% | +18.8% | -17.7% | -6.6% |
| 3M | +30.1% | +15.7% | +14.5% | +21.4% |
| 6M | +34.0% | +46.7% | -12.6% | +12.3% |
| YTD | +12.8% | +48.9% | -36.1% | -6.4% |
| 1Y | +10.7% | +43.5% | -32.7% | -6.7% |
| 3Y | +29.6% | +86.9% | -57.3% | -4.5% |
| 5Y | +63.5% | +60.4% | +3.2% | +26.8% |
| 10Y | +316.7% | +260.7% | +56.0% | +108.0% |
| All | +316.7% | +267.5% | +49.2% | +108.0% |
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 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