+6,270.8%
PTC vs LH
+1,382.1%
+4,888.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.4% | -4.6% | -5.7% |
| 7D | -10.3% | -2.5% | -7.8% | -9.7% |
| 30D | +1.1% | +4.3% | -3.2% | +0.2% |
| 3M | +1.6% | +25.5% | -23.9% | -3.7% |
| 6M | -13.5% | +17.0% | -30.4% | -16.7% |
| YTD | -19.1% | +31.3% | -50.3% | -24.2% |
| 1Y | -33.9% | +20.0% | -53.8% | -36.8% |
| 3Y | -3.9% | +63.9% | -67.8% | -15.1% |
| 5Y | +6.0% | +30.9% | -24.8% | -1.9% |
| 10Y | +223.7% | +191.4% | +32.4% | +146.8% |
| All | +6,270.8% | +1,382.1% | +4,888.7% | +2,982.5% |
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