+6.9%
PCOR vs LTH
+84.0%
-77.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +6.3% | +13.3% | +19.7% |
| 7D | +21.8% | +9.9% | +12.0% | +22.2% |
| 30D | +39.5% | +18.3% | +21.2% | +40.9% |
| 3M | +35.2% | +5.9% | +29.3% | +35.1% |
| 6M | +21.7% | +80.3% | -58.6% | +29.1% |
| YTD | +3.9% | +78.3% | -74.4% | +11.7% |
| 1Y | +6.9% | +81.0% | -74.1% | +14.6% |
| All | +6.9% | +84.0% | -77.1% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling