+293.0%
PCAR vs LH
+259.5%
+33.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.2% | +3.2% |
| 7D | +2.9% | +4.6% | -1.7% | +1.3% |
| 30D | -2.1% | +19.1% | -21.3% | -8.4% |
| 3M | -20.4% | +16.7% | -37.1% | -25.0% |
| 6M | -7.0% | +47.0% | -54.0% | -19.8% |
| YTD | -2.6% | +49.3% | -52.0% | -16.6% |
| 1Y | +9.8% | +48.6% | -38.8% | -5.9% |
| 3Y | +37.3% | +87.8% | -50.6% | +6.8% |
| 5Y | +116.4% | +65.0% | +51.4% | +73.0% |
| 10Y | +293.0% | +275.0% | +18.0% | +99.5% |
| All | +293.0% | +259.5% | +33.5% | +99.5% |
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 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