+21.2%
LSCC vs PCOR
-14.4%
+35.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.3% | +6.3% | +3.6% |
| 7D | +1.3% | -9.0% | +10.3% | +4.8% |
| 30D | -9.7% | +4.2% | -13.8% | -11.8% |
| 3M | -23.7% | +14.4% | -38.1% | -28.7% |
| 6M | +26.5% | +0.2% | +26.3% | +22.4% |
| YTD | +57.5% | -20.3% | +77.8% | +70.8% |
| 1Y | +75.7% | -16.1% | +91.8% | +82.6% |
| All | +21.2% | -14.4% | +35.6% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling