+10,808.2%
LSCC vs PNR
+3,652.8%
+7,155.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.8% |
| 7D | +1.3% | -2.4% | +3.7% | +2.5% |
| 30D | -9.7% | -12.8% | +3.1% | -3.4% |
| 3M | -23.7% | -17.0% | -6.7% | -17.5% |
| 6M | +26.5% | -37.4% | +63.9% | +58.7% |
| YTD | +57.5% | -41.6% | +99.1% | +104.1% |
| 1Y | +75.7% | -44.6% | +120.3% | +134.1% |
| 3Y | +19.5% | -12.1% | +31.6% | +27.9% |
| 5Y | +83.8% | -17.4% | +101.2% | +103.7% |
| 10Y | +1,772.4% | +64.0% | +1,708.4% | +1,333.0% |
| All | +10,808.2% | +3,652.8% | +7,155.4% | +2,478.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling