+68.0%
LSCC vs PENG
+88.9%
-20.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +12.4% | -5.3% | +1.9% |
| 7D | +13.0% | -19.4% | +32.4% | +21.8% |
| 30D | -19.8% | -42.4% | +22.6% | -0.9% |
| 3M | -18.4% | -25.6% | +7.2% | -10.6% |
| 6M | -16.1% | +7.3% | -23.4% | -22.7% |
| YTD | +42.7% | +113.9% | -71.1% | -4.5% |
| 1Y | +68.0% | +93.6% | -25.6% | +15.9% |
| All | +68.0% | +88.9% | -20.9% | +15.9% |
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