-17.0%
PCOR vs LTH
+183.0%
-200.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +22.2% | +7.0% | +15.2% | +19.8% |
| 30D | +36.0% | +15.4% | +20.6% | +29.8% |
| 3M | +34.0% | +7.0% | +27.0% | +30.7% |
| 6M | +43.5% | +46.9% | -3.3% | +25.0% |
| YTD | +5.1% | +76.4% | -71.3% | -16.1% |
| 1Y | -3.9% | +83.7% | -87.7% | -24.6% |
| 3Y | +52.9% | +248.9% | -196.0% | -10.0% |
| 5Y | -18.7% | +141.8% | -160.5% | -53.4% |
| All | -17.0% | +183.0% | -200.0% | -53.0% |
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