+73.5%
LSCC vs PCOR
+44.3%
+29.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | 0.0% | -8.6% | -8.6% |
| 7D | -4.8% | +23.7% | -28.5% | -12.1% |
| 30D | -27.1% | +39.0% | -66.1% | -35.7% |
| 3M | -23.6% | +35.8% | -59.4% | -33.2% |
| 6M | -19.8% | +38.2% | -58.1% | -31.4% |
| YTD | +33.2% | +3.9% | +29.3% | +31.0% |
| 1Y | +55.2% | +5.7% | +49.6% | +49.5% |
| All | +73.5% | +44.3% | +29.2% | +23.9% |
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