+287.1%
PCAR vs LH
+261.9%
+25.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +4.9% | +1.1% | +3.9% | +4.5% |
| 30D | -1.4% | +16.7% | -18.2% | -7.0% |
| 3M | -18.1% | +15.1% | -33.2% | -22.5% |
| 6M | -4.0% | +46.3% | -50.3% | -17.0% |
| YTD | -1.5% | +48.8% | -50.2% | -15.5% |
| 1Y | +13.2% | +39.7% | -26.5% | -0.6% |
| 3Y | +35.8% | +87.0% | -51.2% | +6.0% |
| 5Y | +114.6% | +53.0% | +61.6% | +76.9% |
| All | +287.1% | +261.9% | +25.2% | +109.0% |
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