+69.6%
LSCC vs PENG
+120.5%
-50.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.1% | +10.4% | +5.1% |
| 7D | +3.0% | -20.5% | +23.4% | +13.0% |
| 30D | -19.3% | -20.4% | +1.1% | -12.6% |
| 3M | -22.3% | -16.4% | -5.9% | -18.1% |
| 6M | -14.6% | +49.2% | -63.8% | -30.6% |
| YTD | +45.8% | +147.2% | -101.4% | -7.1% |
| 1Y | +69.6% | +124.7% | -55.1% | +11.3% |
| All | +69.6% | +120.5% | -50.9% | +11.3% |
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