+12,645.5%
PCAR vs LH
+1,587.6%
+11,057.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.1% | +2.4% |
| 7D | +2.2% | +1.2% | +1.0% | +2.0% |
| 30D | +0.3% | +18.0% | -17.6% | -2.8% |
| 3M | -17.9% | +15.7% | -33.6% | -20.3% |
| 6M | -3.4% | +46.6% | -50.0% | -10.3% |
| YTD | -0.1% | +49.5% | -49.6% | -7.6% |
| 1Y | +13.4% | +40.2% | -26.8% | +6.1% |
| 3Y | +37.2% | +87.6% | -50.4% | +21.3% |
| 5Y | +117.3% | +59.3% | +58.1% | +96.3% |
| 10Y | +295.0% | +266.1% | +28.9% | +203.2% |
| All | +12,645.5% | +1,587.6% | +11,057.8% | +6,927.7% |
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