+1,486.2%
LSCC vs PNR
+102.2%
+1,383.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.4% | +10.8% | +10.6% |
| 7D | +14.5% | -3.7% | +18.2% | +17.5% |
| 30D | -0.1% | +33.1% | -33.2% | -18.8% |
| 3M | -2.7% | +3.7% | -6.3% | -6.5% |
| 6M | -4.8% | -7.7% | +2.9% | -2.9% |
| YTD | +66.9% | -32.4% | +99.3% | +111.7% |
| 1Y | +85.8% | -35.0% | +120.8% | +142.4% |
| 3Y | +115.6% | +17.1% | +98.5% | +90.0% |
| 5Y | +48.8% | +0.1% | +48.7% | +41.6% |
| All | +1,486.2% | +102.2% | +1,383.9% | +859.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling