-20.1%
PCOR vs LTH
+142.9%
-163.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | +0.1% |
| 7D | +22.7% | +4.5% | +18.2% | +21.2% |
| 30D | +37.5% | +16.3% | +21.1% | +30.8% |
| 3M | +35.2% | +8.4% | +26.8% | +31.3% |
| 6M | +42.2% | +40.3% | +2.0% | +25.6% |
| YTD | +3.6% | +77.3% | -73.7% | -17.7% |
| 1Y | -4.8% | +88.0% | -92.7% | -26.1% |
| 3Y | +48.3% | +274.3% | -225.9% | -15.9% |
| All | -20.1% | +142.9% | -163.0% | -54.4% |
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