+48.9%
PCOR vs LTH
+273.3%
-224.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +23.7% | +5.3% | +18.4% | +22.3% |
| 30D | +39.0% | +18.3% | +20.7% | +33.9% |
| 3M | +35.8% | +5.4% | +30.4% | +33.9% |
| 6M | +38.2% | +62.5% | -24.3% | +21.9% |
| YTD | +3.9% | +79.6% | -75.7% | -12.0% |
| 1Y | +5.7% | +88.1% | -82.5% | -12.1% |
| All | +48.9% | +273.3% | -224.5% | -4.5% |
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