+46.5%
PCOR vs LH
+86.6%
-40.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +20.7% | +4.8% | +15.9% | +18.4% |
| 30D | +35.7% | +18.8% | +16.9% | +25.6% |
| 3M | +31.1% | +15.7% | +15.4% | +22.7% |
| 6M | +43.1% | +46.7% | -3.5% | +20.7% |
| YTD | +4.8% | +48.9% | -44.1% | -12.7% |
| 1Y | -3.7% | +43.5% | -47.1% | -18.4% |
| 3Y | +46.5% | +86.9% | -40.4% | +5.2% |
| All | +46.5% | +86.6% | -40.1% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling