+66.1%
PBR vs LSCC
+81.4%
-15.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.1% | -8.6% | -2.0% |
| 7D | -16.0% | +13.0% | -28.9% | -16.8% |
| 30D | -22.8% | -19.8% | -2.9% | -21.4% |
| 3M | +3.0% | -18.4% | +21.4% | +4.4% |
| 6M | -8.1% | -16.1% | +8.0% | -7.9% |
| YTD | +63.1% | +42.7% | +20.4% | +52.0% |
| 1Y | +59.3% | +68.0% | -8.8% | +45.0% |
| 3Y | +66.1% | +85.8% | -19.7% | +47.7% |
| All | +66.1% | +81.4% | -15.3% | +47.7% |
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 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