+10,370.6%
LSCC vs PHM
+12,054.4%
-1,683.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.0% |
| 7D | +5.0% | +2.9% | +2.1% | +3.9% |
| 30D | -11.7% | +16.5% | -28.2% | -17.0% |
| 3M | -13.3% | +0.6% | -13.9% | -14.4% |
| 6M | -12.5% | +11.6% | -24.1% | -17.1% |
| YTD | +51.2% | +12.1% | +39.1% | +42.8% |
| 1Y | +65.9% | +9.6% | +56.3% | +57.8% |
| 3Y | +95.3% | +62.3% | +33.1% | +60.5% |
| 5Y | +38.6% | +170.4% | -131.8% | -4.3% |
| 10Y | +1,352.3% | +683.0% | +669.4% | +557.7% |
| All | +10,370.6% | +12,054.4% | -1,683.9% | +1,647.6% |
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