+68.0%
LSCC vs PFG
+40.5%
+27.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.7% | +8.8% | +7.7% |
| 7D | +13.0% | -0.6% | +13.6% | +13.5% |
| 30D | -19.8% | +2.0% | -21.8% | -19.9% |
| 3M | -18.4% | -3.2% | -15.2% | -17.4% |
| 6M | -16.1% | +10.9% | -27.0% | -23.5% |
| YTD | +42.7% | +28.8% | +13.9% | +9.3% |
| 1Y | +68.0% | +39.2% | +28.8% | +16.0% |
| All | +68.0% | +40.5% | +27.5% | +16.0% |
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