+1,351.6%
LSCC vs PPG
+53.9%
+1,297.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.6% | -5.6% |
| 7D | +7.0% | +0.7% | +6.2% | +6.6% |
| 30D | -2.3% | +17.6% | -19.9% | -13.8% |
| 3M | -12.5% | +7.5% | -20.0% | -17.6% |
| 6M | -10.6% | +17.6% | -28.2% | -22.1% |
| YTD | +52.7% | +22.6% | +30.1% | +28.2% |
| 1Y | +74.0% | +28.0% | +46.0% | +41.3% |
| 3Y | +104.8% | +1.8% | +103.0% | +97.8% |
| 5Y | +36.2% | -15.5% | +51.7% | +46.7% |
| All | +1,351.6% | +53.9% | +1,297.7% | +996.9% |
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