+471.6%
PBR vs LSCC
+1,398.6%
-927.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.4% | -9.4% | -2.7% |
| 7D | -13.3% | +19.3% | -32.6% | -16.6% |
| 30D | -27.5% | -9.6% | -17.8% | -26.6% |
| 3M | +5.2% | -12.4% | +17.6% | +6.5% |
| 6M | -6.4% | -10.5% | +4.1% | -7.3% |
| YTD | +61.6% | +54.8% | +6.8% | +38.8% |
| 1Y | +48.9% | +79.4% | -30.5% | +23.0% |
| 3Y | +70.0% | +109.6% | -39.6% | +25.0% |
| 5Y | +469.0% | +40.4% | +428.6% | +331.4% |
| 10Y | +471.6% | +1,379.1% | -907.5% | +91.7% |
| All | +471.6% | +1,398.6% | -927.0% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling