-13.1%
PCOR vs LH
+70.0%
-83.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +0.7% |
| 7D | +22.2% | +4.6% | +17.6% | +19.5% |
| 30D | +36.0% | +19.1% | +16.9% | +23.4% |
| 3M | +34.0% | +16.7% | +17.3% | +22.7% |
| 6M | +43.5% | +47.0% | -3.5% | +15.4% |
| YTD | +5.1% | +49.3% | -44.2% | -16.9% |
| 1Y | -3.9% | +48.6% | -52.6% | -24.0% |
| 3Y | +52.9% | +87.8% | -34.9% | +2.2% |
| 5Y | -18.7% | +65.0% | -83.7% | -42.6% |
| All | -13.1% | +70.0% | -83.1% | -36.6% |
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