+87.2%
LSCC vs PNR
-17.7%
+104.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +3.5% |
| 7D | +5.2% | -3.0% | +8.2% | +7.8% |
| 30D | -9.6% | -14.9% | +5.3% | +2.5% |
| 3M | -17.8% | -19.0% | +1.3% | -5.6% |
| 6M | +37.4% | -35.9% | +73.4% | +94.3% |
| YTD | +59.7% | -43.1% | +102.8% | +149.2% |
| 1Y | +76.2% | -46.4% | +122.6% | +190.1% |
| 3Y | +28.2% | -10.8% | +39.0% | +33.4% |
| 5Y | +87.2% | -18.9% | +106.1% | +108.8% |
| All | +87.2% | -17.7% | +104.9% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling