-16.1%
LSCC vs PHM
+9.5%
-25.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.0% | +9.1% | +7.1% |
| 7D | +13.0% | +6.2% | +6.7% | +12.5% |
| 30D | -19.8% | +17.9% | -37.8% | -20.7% |
| 3M | -18.4% | +2.5% | -20.9% | -16.7% |
| 6M | -16.1% | +10.8% | -26.9% | -20.5% |
| All | -16.1% | +9.5% | -25.6% | -20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling