+85.8%
LSCC vs PODD
-10.3%
+96.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -6.2% | +13.3% | +8.3% |
| 7D | +13.0% | -2.1% | +15.1% | +13.4% |
| 30D | -19.8% | +9.0% | -28.9% | -21.3% |
| 3M | -18.4% | +5.2% | -23.6% | -19.7% |
| 6M | -16.1% | -3.2% | -13.0% | -17.8% |
| YTD | +42.7% | -48.5% | +91.2% | +74.4% |
| 1Y | +68.0% | -54.7% | +122.7% | +114.6% |
| 3Y | +85.8% | -7.8% | +93.7% | +74.2% |
| All | +85.8% | -10.3% | +96.2% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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