+66.4%
PBR vs LSCC
+99.6%
-33.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +1.7% |
| 7D | -1.0% | +7.0% | -8.0% | -1.7% |
| 30D | -29.3% | -2.3% | -27.0% | -29.3% |
| 3M | +5.5% | -12.5% | +18.0% | +6.2% |
| 6M | -2.9% | -10.6% | +7.7% | -3.3% |
| YTD | +61.5% | +52.7% | +8.8% | +49.3% |
| 1Y | +46.9% | +74.0% | -27.1% | +33.3% |
| 3Y | +66.4% | +104.8% | -38.4% | +45.5% |
| All | +66.4% | +99.6% | -33.2% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling