+123.8%
LSCC vs PHM
+62.4%
+61.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.8% | +11.2% | +10.7% |
| 7D | +14.5% | -4.8% | +19.2% | +16.9% |
| 30D | -0.1% | +16.5% | -16.6% | -8.0% |
| 3M | -2.7% | -2.0% | -0.7% | -2.6% |
| 6M | -4.8% | +12.7% | -17.5% | -12.7% |
| YTD | +66.9% | +11.2% | +55.7% | +53.1% |
| 1Y | +85.8% | +7.7% | +78.1% | +73.1% |
| All | +123.8% | +62.4% | +61.4% | +46.5% |
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