+85.8%
LSCC vs PHM
+64.3%
+21.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.0% | +9.1% | +8.0% |
| 7D | +13.0% | +6.2% | +6.7% | +9.5% |
| 30D | -19.8% | +17.9% | -37.8% | -26.7% |
| 3M | -18.4% | +2.5% | -20.9% | -20.2% |
| 6M | -16.1% | +10.8% | -26.9% | -22.2% |
| YTD | +42.7% | +13.7% | +29.0% | +29.5% |
| 1Y | +68.0% | +12.4% | +55.7% | +53.1% |
| 3Y | +85.8% | +65.6% | +20.2% | +13.0% |
| All | +85.8% | +64.3% | +21.5% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling