+69.8%
LSCC vs PNR
-34.0%
+103.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.1% | +5.4% | +7.4% |
| 7D | +19.3% | -0.5% | +19.8% | +19.6% |
| 30D | -9.6% | +34.4% | -44.1% | -18.5% |
| 3M | -12.4% | +2.4% | -14.8% | -11.8% |
| 6M | -10.5% | -7.8% | -2.7% | -5.1% |
| YTD | +54.8% | -31.6% | +86.4% | +95.8% |
| All | +69.8% | -34.0% | +103.8% | +125.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling