+10,808.2%
LSCC vs PPG
+2,762.5%
+8,045.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.0% |
| 7D | +1.3% | -1.5% | +2.8% | +2.3% |
| 30D | -9.7% | -5.0% | -4.7% | -6.8% |
| 3M | -23.7% | +1.1% | -24.8% | -25.0% |
| 6M | +26.5% | -3.2% | +29.7% | +28.1% |
| YTD | +57.5% | +11.9% | +45.6% | +45.0% |
| 1Y | +75.7% | +5.3% | +70.4% | +67.3% |
| 3Y | +19.5% | -15.0% | +34.5% | +31.8% |
| 5Y | +83.8% | -19.6% | +103.4% | +110.3% |
| 10Y | +1,772.4% | +27.0% | +1,745.3% | +1,443.3% |
| All | +10,808.2% | +2,762.5% | +8,045.7% | +2,025.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling