+539.3%
LSCC vs PFG
+1,015.3%
-476.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.7% |
| 7D | +1.3% | +5.5% | -4.2% | -1.2% |
| 30D | -9.7% | +2.4% | -12.0% | -10.7% |
| 3M | -23.7% | +13.6% | -37.3% | -28.4% |
| 6M | +26.5% | +27.9% | -1.4% | +13.0% |
| YTD | +57.5% | +35.6% | +22.0% | +37.0% |
| 1Y | +75.7% | +48.5% | +27.2% | +47.2% |
| 3Y | +19.5% | +66.9% | -47.4% | -3.5% |
| 5Y | +83.8% | +111.0% | -27.2% | +35.3% |
| 10Y | +1,772.4% | +244.5% | +1,527.9% | +965.0% |
| All | +539.3% | +1,015.3% | -476.0% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling