+1,763.3%
LSCC vs PHM
+572.0%
+1,191.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | +1.3% | -3.2% | +4.5% | +2.8% |
| 30D | -9.7% | -6.4% | -3.2% | -7.1% |
| 3M | -23.7% | +5.5% | -29.2% | -26.5% |
| 6M | +26.5% | -5.4% | +31.9% | +28.5% |
| YTD | +57.5% | +6.6% | +50.9% | +50.7% |
| 1Y | +75.7% | -8.8% | +84.5% | +79.8% |
| 3Y | +19.5% | +54.1% | -34.7% | -6.3% |
| 5Y | +83.8% | +144.5% | -60.7% | +15.0% |
| All | +1,763.3% | +572.0% | +1,191.3% | +778.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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