+8,712.6%
PTC vs LH
+1,562.0%
+7,150.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -0.2% | +1.4% | -1.7% | -0.6% |
| 30D | +0.8% | +17.5% | -16.7% | -3.2% |
| 3M | +32.1% | +16.1% | +16.1% | +27.2% |
| 6M | +42.6% | +43.4% | -0.7% | +30.6% |
| YTD | +12.0% | +47.2% | -35.2% | +1.8% |
| 1Y | +12.2% | +50.1% | -38.0% | +1.4% |
| 3Y | +31.2% | +81.2% | -49.9% | +13.0% |
| 5Y | +54.9% | +63.7% | -8.8% | +35.8% |
| 10Y | +343.1% | +269.2% | +74.0% | +219.9% |
| All | +8,712.6% | +1,562.0% | +7,150.6% | +4,038.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling