+87.2%
LSCC vs PPG
-18.4%
+105.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +3.5% |
| 7D | +5.2% | 0.0% | +5.2% | +5.1% |
| 30D | -9.6% | -7.8% | -1.9% | -3.4% |
| 3M | -17.8% | -2.2% | -15.6% | -17.5% |
| 6M | +37.4% | +4.1% | +33.3% | +29.9% |
| YTD | +59.7% | +9.1% | +50.6% | +43.4% |
| 1Y | +76.2% | +1.0% | +75.3% | +68.7% |
| 3Y | +28.2% | -13.3% | +41.4% | +39.2% |
| 5Y | +87.2% | -19.2% | +106.4% | +106.0% |
| All | +87.2% | -18.4% | +105.6% | +106.0% |
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