+67.6%
PCAR vs LH
+65.1%
+2.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.7% |
| 7D | -0.5% | -2.5% | +1.9% | +0.4% |
| 30D | -6.2% | +4.3% | -10.6% | -7.8% |
| 3M | +5.9% | +25.5% | -19.6% | -3.3% |
| 6M | +0.4% | +17.0% | -16.6% | -5.8% |
| YTD | +14.8% | +31.3% | -16.4% | +2.8% |
| 1Y | +30.1% | +20.0% | +10.1% | +20.3% |
| All | +67.6% | +65.1% | +2.5% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling