+359.1%
PCAR vs LH
+186.0%
+173.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.5% |
| 7D | 0.0% | -0.8% | +0.9% | +0.3% |
| 30D | -7.7% | +2.0% | -9.7% | -8.4% |
| 3M | +3.7% | +24.3% | -20.6% | -4.4% |
| 6M | +2.3% | +21.1% | -18.8% | -4.9% |
| YTD | +12.8% | +30.4% | -17.6% | +2.0% |
| 1Y | +27.8% | +18.4% | +9.4% | +19.4% |
| 3Y | +61.8% | +65.5% | -3.7% | +32.7% |
| 5Y | +168.2% | +29.9% | +138.3% | +135.7% |
| 10Y | +359.1% | +186.6% | +172.4% | +175.8% |
| All | +359.1% | +186.0% | +173.1% | +175.8% |
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 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