+74.6%
LSCC vs PPG
-0.7%
+75.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.4% |
| 7D | +1.4% | -3.7% | +5.1% | +3.5% |
| 30D | -10.0% | -7.2% | -2.8% | -6.2% |
| 3M | -16.1% | -7.3% | -8.7% | -13.1% |
| 6M | +27.4% | +0.3% | +27.1% | +23.4% |
| YTD | +56.9% | +6.5% | +50.4% | +48.8% |
| 1Y | +74.6% | +0.5% | +74.0% | +70.6% |
| All | +74.6% | -0.7% | +75.2% | +70.6% |
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 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