+121.4%
PCAR vs LTH
+184.4%
-63.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.2% |
| 7D | +0.1% | +4.5% | -4.4% | -0.7% |
| 30D | -4.6% | +16.3% | -20.9% | -7.0% |
| 3M | -22.6% | +8.4% | -30.9% | -23.7% |
| 6M | -12.0% | +40.3% | -52.2% | -17.0% |
| YTD | -6.1% | +77.3% | -83.4% | -15.2% |
| 1Y | +6.3% | +88.0% | -81.6% | -4.9% |
| 3Y | +31.8% | +274.3% | -242.5% | +2.9% |
| 5Y | +104.2% | +142.9% | -38.7% | +62.3% |
| All | +121.4% | +184.4% | -63.0% | +77.6% |
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