+73.5%
LSCC vs PTC
+31.8%
+41.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.3% | -8.3% | -8.5% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -27.1% | +0.8% | -27.9% | -27.2% |
| 3M | -23.6% | +39.6% | -63.2% | -31.1% |
| 6M | -19.8% | +41.5% | -61.3% | -29.1% |
| YTD | +33.2% | +11.7% | +21.5% | +36.8% |
| 1Y | +55.2% | +2.4% | +52.8% | +70.0% |
| All | +73.5% | +31.8% | +41.6% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 3y: compounded portfolio wealth divided by compounded PTC 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…
3y analysis · Full analysis span regression · 6 months rolling