-19.8%
PCOR vs LTH
+155.3%
-175.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +23.7% | +5.3% | +18.4% | +21.8% |
| 30D | +39.0% | +18.3% | +20.7% | +31.6% |
| 3M | +35.8% | +5.4% | +30.4% | +33.0% |
| 6M | +38.2% | +62.5% | -24.3% | +15.2% |
| YTD | +3.9% | +79.6% | -75.7% | -17.8% |
| 1Y | +5.7% | +88.1% | -82.5% | -18.0% |
| 3Y | +44.8% | +272.5% | -227.7% | -17.6% |
| 5Y | -19.8% | +146.1% | -165.9% | -54.3% |
| All | -19.8% | +155.3% | -175.1% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling