+40.4%
LSCC vs PPG
-14.3%
+54.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.4% | +6.1% | +6.4% |
| 7D | +19.3% | +0.3% | +19.0% | +18.8% |
| 30D | -9.6% | +20.5% | -30.2% | -23.6% |
| 3M | -12.4% | +5.3% | -17.7% | -17.0% |
| 6M | -10.5% | +15.8% | -26.2% | -23.1% |
| YTD | +54.8% | +24.6% | +30.2% | +23.0% |
| 1Y | +79.4% | +33.6% | +45.8% | +33.4% |
| 3Y | +109.6% | +5.0% | +104.6% | +92.6% |
| 5Y | +40.4% | -14.0% | +54.4% | +40.3% |
| All | +40.4% | -14.3% | +54.7% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling