+676.1%
PBR vs LSCC
+1,833.8%
-1,157.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.8% |
| 7D | +0.3% | +1.4% | -1.0% | 0.0% |
| 30D | +17.5% | -10.0% | +27.6% | +19.9% |
| 3M | +20.9% | -16.1% | +37.0% | +23.7% |
| 6M | +20.2% | +27.4% | -7.1% | +10.6% |
| YTD | +84.3% | +56.9% | +27.4% | +60.6% |
| 1Y | +77.1% | +74.6% | +2.5% | +49.2% |
| 3Y | +100.8% | +26.0% | +74.9% | +71.9% |
| 5Y | +556.1% | +86.1% | +470.0% | +359.0% |
| 10Y | +676.1% | +1,830.6% | -1,154.6% | +193.5% |
| All | +676.1% | +1,833.8% | -1,157.8% | +193.5% |
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