-11.8%
PCOR vs LH
+69.4%
-81.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | +3.0% | +1.1% | +2.0% | +2.4% |
| 30D | +38.7% | +16.7% | +21.9% | +27.3% |
| 3M | +24.9% | +15.1% | +9.8% | +15.3% |
| 6M | +68.8% | +46.3% | +22.4% | +36.1% |
| YTD | +6.7% | +48.8% | -42.1% | -15.4% |
| 1Y | +3.0% | +39.7% | -36.7% | -15.4% |
| 3Y | +48.6% | +87.0% | -38.4% | -0.4% |
| 5Y | -12.7% | +53.0% | -65.7% | -37.2% |
| All | -11.8% | +69.4% | -81.2% | -35.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling