+85.8%
LSCC vs PFG
+41.5%
+44.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.1% | +11.5% | +10.7% |
| 7D | +14.5% | -2.2% | +16.7% | +15.3% |
| 30D | -0.1% | +6.4% | -6.4% | -1.6% |
| 3M | -2.7% | +2.2% | -4.9% | -3.5% |
| 6M | -4.8% | +16.3% | -21.1% | -15.3% |
| YTD | +66.9% | +33.2% | +33.6% | +26.5% |
| 1Y | +85.8% | +40.6% | +45.2% | +32.2% |
| All | +85.8% | +41.5% | +44.3% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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