+454.9%
PBR vs LSCC
+33.9%
+421.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +1.8% |
| 7D | -1.0% | +7.0% | -8.0% | -1.8% |
| 30D | -29.3% | -2.3% | -27.0% | -29.4% |
| 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% | +49.5% |
| 1Y | +46.9% | +74.0% | -27.1% | +33.6% |
| 3Y | +66.4% | +104.8% | -38.4% | +43.1% |
| All | +454.9% | +33.9% | +421.0% | +410.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling