+109.6%
LSCC vs PTC
+30.6%
+79.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.4% | +8.0% | +8.4% |
| 7D | +19.3% | +0.8% | +18.5% | +19.1% |
| 30D | -9.6% | +0.7% | -10.4% | -9.8% |
| 3M | -12.4% | +32.6% | -45.0% | -19.3% |
| 6M | -10.5% | +33.6% | -44.0% | -17.2% |
| YTD | +54.8% | +12.4% | +42.4% | +58.7% |
| 1Y | +79.4% | +11.2% | +68.2% | +85.2% |
| 3Y | +109.6% | +31.7% | +77.9% | +45.9% |
| All | +109.6% | +30.6% | +79.0% | +45.9% |
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