+129.9%
PCAR vs LTH
+186.2%
-56.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | 0.0% |
| 7D | +3.8% | +6.4% | -2.6% | +2.8% |
| 30D | -2.0% | +16.7% | -18.7% | -4.5% |
| 3M | -19.1% | +11.7% | -30.8% | -20.7% |
| 6M | -6.8% | +48.5% | -55.3% | -12.9% |
| YTD | -2.5% | +78.4% | -80.9% | -12.0% |
| 1Y | +9.7% | +89.7% | -80.0% | -2.1% |
| 3Y | +34.0% | +245.6% | -211.7% | +6.1% |
| 5Y | +113.3% | +142.7% | -29.3% | +69.3% |
| All | +129.9% | +186.2% | -56.3% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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