+1,441.5%
PBR vs LSCC
+269.3%
+1,172.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.1% | -8.6% | -3.2% |
| 7D | -16.0% | +13.0% | -28.9% | -18.8% |
| 30D | -22.8% | -19.8% | -2.9% | -19.3% |
| 3M | +3.0% | -18.4% | +21.4% | +6.3% |
| 6M | -8.1% | -16.1% | +8.0% | -7.8% |
| YTD | +63.1% | +42.7% | +20.4% | +40.2% |
| 1Y | +59.3% | +68.0% | -8.8% | +30.6% |
| 3Y | +66.1% | +85.8% | -19.7% | +22.3% |
| 5Y | +495.8% | +28.0% | +467.8% | +346.5% |
| 10Y | +514.7% | +1,255.1% | -740.4% | +122.3% |
| All | +1,441.5% | +269.3% | +1,172.2% | +296.2% |
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