+14,549.9%
PCAR vs LH
+1,382.1%
+13,167.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.4% |
| 7D | -0.5% | -2.5% | +1.9% | 0.0% |
| 30D | -6.2% | +4.3% | -10.6% | -7.0% |
| 3M | +5.9% | +25.5% | -19.6% | +1.4% |
| 6M | +0.4% | +17.0% | -16.6% | -2.6% |
| YTD | +14.8% | +31.3% | -16.4% | +9.0% |
| 1Y | +30.1% | +20.0% | +10.1% | +25.4% |
| 3Y | +66.7% | +63.9% | +2.8% | +51.2% |
| 5Y | +166.1% | +30.9% | +135.3% | +149.6% |
| 10Y | +353.7% | +191.4% | +162.3% | +262.6% |
| All | +14,549.9% | +1,382.1% | +13,167.8% | +8,189.9% |
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