+9,784.2%
LSCC vs PHM
+12,230.3%
-2,446.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.0% | +9.1% | +7.8% |
| 7D | +13.0% | +6.2% | +6.7% | +10.3% |
| 30D | -19.8% | +17.9% | -37.8% | -25.0% |
| 3M | -18.4% | +2.5% | -20.9% | -20.0% |
| 6M | -16.1% | +10.8% | -26.9% | -20.3% |
| YTD | +42.7% | +13.7% | +29.0% | +34.1% |
| 1Y | +68.0% | +12.4% | +55.7% | +58.4% |
| 3Y | +85.8% | +65.6% | +20.2% | +51.6% |
| 5Y | +28.0% | +175.3% | -147.3% | -12.3% |
| 10Y | +1,255.1% | +713.9% | +541.2% | +505.3% |
| All | +9,784.2% | +12,230.3% | -2,446.1% | +1,540.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling