-14.6%
PCOR vs LTH
+152.2%
-166.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.3% |
| 7D | -9.0% | -0.6% | -8.3% | -8.9% |
| 30D | +4.2% | -4.6% | +8.8% | +5.0% |
| 3M | +14.4% | +32.8% | -18.4% | +7.8% |
| 6M | +0.2% | +64.6% | -64.5% | -11.8% |
| YTD | -20.3% | +62.6% | -82.9% | -29.7% |
| 1Y | -16.1% | +49.9% | -66.1% | -24.4% |
| All | -14.6% | +152.2% | -166.8% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling