+35.0%
PCAR vs LSCC
+69.3%
-34.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.6% | +7.0% | +0.1% |
| 7D | +2.2% | -4.8% | +7.0% | +2.8% |
| 30D | -4.4% | -27.1% | +22.7% | +1.2% |
| 3M | -21.4% | -23.6% | +2.2% | -18.0% |
| 6M | -7.3% | -19.8% | +12.5% | -5.6% |
| YTD | -3.8% | +33.2% | -37.0% | -13.6% |
| 1Y | +6.3% | +55.2% | -48.9% | -7.9% |
| All | +35.0% | +69.3% | -34.3% | +6.8% |
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 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