+94.9%
LSCC vs PCOR
-10.0%
+104.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | 0.0% | -8.6% | -8.6% |
| 7D | -4.8% | +23.7% | -28.5% | -13.8% |
| 30D | -27.1% | +39.0% | -66.1% | -37.5% |
| 3M | -23.6% | +35.8% | -59.4% | -35.2% |
| 6M | -19.8% | +38.2% | -58.1% | -34.3% |
| YTD | +33.2% | +3.9% | +29.3% | +21.8% |
| 1Y | +55.2% | +5.7% | +49.6% | +39.8% |
| 3Y | +70.1% | +44.8% | +25.3% | +28.5% |
| 5Y | +19.5% | -19.8% | +39.3% | +2.5% |
| All | +94.9% | -10.0% | +104.9% | +68.4% |
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