+11,880.7%
PCAR vs LH
+1,562.0%
+10,318.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.6% |
| 7D | +0.1% | +1.4% | -1.4% | -0.2% |
| 30D | -4.6% | +17.5% | -22.1% | -7.5% |
| 3M | -22.6% | +16.1% | -38.6% | -24.8% |
| 6M | -12.0% | +43.4% | -55.3% | -17.9% |
| YTD | -6.1% | +47.2% | -53.3% | -12.9% |
| 1Y | +6.3% | +50.1% | -43.8% | -1.8% |
| 3Y | +31.8% | +81.2% | -49.4% | +17.2% |
| 5Y | +104.2% | +63.7% | +40.5% | +83.5% |
| 10Y | +302.9% | +269.2% | +33.8% | +208.9% |
| All | +11,880.7% | +1,562.0% | +10,318.8% | +6,524.5% |
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