+1,284.6%
LSCC vs PENG
+520.3%
+764.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -23.0% | +14.4% | 0.0% |
| 7D | -4.8% | -36.7% | +31.9% | +11.7% |
| 30D | -27.1% | -42.0% | +14.9% | -12.4% |
| 3M | -23.6% | -33.2% | +9.6% | -13.3% |
| 6M | -19.8% | +2.1% | -21.9% | -24.7% |
| YTD | +33.2% | +90.3% | -57.1% | -2.0% |
| 1Y | +55.2% | +67.7% | -12.4% | +19.1% |
| 3Y | +70.1% | +154.2% | -84.1% | +7.5% |
| 5Y | +19.5% | +28.3% | -8.8% | -11.4% |
| All | +1,284.6% | +520.3% | +764.3% | +692.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling