+25.4%
LSCC vs PNR
-9.7%
+35.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.8% |
| 7D | +1.3% | -2.4% | +3.7% | +3.1% |
| 30D | -9.7% | -12.8% | +3.1% | -0.3% |
| 3M | -23.7% | -17.0% | -6.7% | -14.7% |
| 6M | +26.5% | -37.4% | +63.9% | +82.7% |
| YTD | +57.5% | -41.6% | +99.1% | +139.6% |
| 1Y | +75.7% | -44.6% | +120.3% | +181.2% |
| All | +25.4% | -9.7% | +35.1% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling