+108.8%
LSCC vs PCOR
-10.3%
+119.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +7.3% |
| 7D | +13.0% | +22.7% | -9.8% | +2.6% |
| 30D | -19.8% | +37.5% | -57.3% | -31.0% |
| 3M | -18.4% | +35.2% | -53.6% | -30.6% |
| 6M | -16.1% | +42.2% | -58.4% | -32.3% |
| YTD | +42.7% | +3.6% | +39.2% | +30.7% |
| 1Y | +68.0% | -4.8% | +72.8% | +61.3% |
| 3Y | +85.8% | +48.3% | +37.5% | +38.7% |
| 5Y | +28.0% | -20.1% | +48.1% | +10.0% |
| All | +108.8% | -10.3% | +119.2% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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