+69.6%
LSCC vs PPG
+38.5%
+31.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.0% | -3.7% | -1.3% |
| 7D | +3.0% | +7.5% | -4.5% | -1.2% |
| 30D | -19.3% | +20.9% | -40.2% | -27.9% |
| 3M | -22.3% | +8.7% | -31.0% | -26.1% |
| 6M | -14.6% | +23.8% | -38.4% | -26.9% |
| YTD | +45.8% | +26.5% | +19.2% | +21.4% |
| 1Y | +69.6% | +37.6% | +32.0% | +34.2% |
| All | +69.6% | +38.5% | +31.2% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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