+70.4%
PCAR vs LSCC
+20.0%
+50.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.3% |
| 7D | -0.5% | +1.3% | -1.8% | -0.8% |
| 30D | -6.2% | -9.7% | +3.4% | -4.3% |
| 3M | +5.9% | -23.7% | +29.6% | +10.9% |
| 6M | +0.4% | +26.5% | -26.1% | -6.5% |
| YTD | +14.8% | +57.5% | -42.7% | +1.4% |
| 1Y | +30.1% | +75.7% | -45.6% | +11.4% |
| All | +70.4% | +20.0% | +50.4% | +45.3% |
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