+75.7%
LSCC vs PENG
+118.5%
-42.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.4% | -4.4% | -0.6% |
| 7D | +1.3% | +4.5% | -3.2% | -0.6% |
| 30D | -9.7% | -7.1% | -2.6% | -7.2% |
| 3M | -23.7% | -27.3% | +3.6% | -16.6% |
| 6M | +26.5% | +169.6% | -143.1% | -17.8% |
| YTD | +57.5% | +164.6% | -107.1% | +2.2% |
| 1Y | +75.7% | +109.5% | -33.8% | +14.1% |
| All | +75.7% | +118.5% | -42.8% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling