+135.5%
PCAR vs LTH
+186.8%
-51.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | +0.3% | +17.7% | -17.4% | -2.4% |
| 3M | -17.9% | +8.5% | -26.4% | -19.1% |
| 6M | -3.4% | +46.9% | -50.3% | -9.6% |
| YTD | -0.1% | +78.8% | -78.9% | -9.9% |
| 1Y | +13.4% | +84.9% | -71.5% | +1.7% |
| 3Y | +37.2% | +246.4% | -209.2% | +8.7% |
| 5Y | +117.3% | +129.6% | -12.2% | +71.8% |
| All | +135.5% | +186.8% | -51.3% | +88.6% |
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