+1,573.8%
PBR vs LSCC
+307.6%
+1,266.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.4% |
| 7D | +8.6% | +1.3% | +7.3% | +8.2% |
| 30D | +12.8% | -9.7% | +22.5% | +15.4% |
| 3M | +14.7% | -23.7% | +38.4% | +20.5% |
| 6M | +25.2% | +26.5% | -1.3% | +13.7% |
| YTD | +77.1% | +57.5% | +19.6% | +51.0% |
| 1Y | +69.6% | +75.7% | -6.1% | +39.0% |
| 3Y | +95.6% | +19.5% | +76.1% | +64.1% |
| 5Y | +501.8% | +83.8% | +418.0% | +313.5% |
| 10Y | +640.6% | +1,772.4% | -1,131.8% | +148.0% |
| All | +1,573.8% | +307.6% | +1,266.2% | +326.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling