+1,490.3%
LSCC vs PPG
+57.1%
+1,433.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.4% | +9.9% | +10.0% |
| 7D | +14.5% | -1.2% | +15.7% | +15.8% |
| 30D | -0.1% | +21.2% | -21.3% | -13.8% |
| 3M | -2.7% | +8.2% | -10.9% | -8.8% |
| 6M | -4.8% | +17.2% | -22.0% | -16.8% |
| YTD | +66.9% | +25.0% | +41.9% | +38.2% |
| 1Y | +85.8% | +33.5% | +52.3% | +46.3% |
| 3Y | +115.6% | +4.2% | +111.4% | +104.7% |
| 5Y | +48.8% | -12.7% | +61.5% | +56.7% |
| 10Y | +1,490.3% | +58.0% | +1,432.3% | +1,079.6% |
| All | +1,490.3% | +57.1% | +1,433.2% | +1,079.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling