+1,379.1%
LSCC vs PNR
+119.7%
+1,259.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.1% | +5.4% | +6.4% |
| 7D | +19.3% | -0.5% | +19.8% | +19.7% |
| 30D | -9.6% | +34.4% | -44.1% | -27.0% |
| 3M | -12.4% | +2.4% | -14.8% | -15.1% |
| 6M | -10.5% | -7.8% | -2.7% | -8.6% |
| YTD | +54.8% | -31.6% | +86.4% | +94.6% |
| 1Y | +79.4% | -33.6% | +113.0% | +130.5% |
| 3Y | +109.6% | +19.9% | +89.7% | +82.1% |
| 5Y | +40.4% | +0.8% | +39.6% | +33.0% |
| 10Y | +1,379.1% | +113.4% | +1,265.6% | +797.1% |
| All | +1,379.1% | +119.7% | +1,259.4% | +797.1% |
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