+12,611.2%
PCAR vs LSCC
+9,126.4%
+3,484.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.0% |
| 3M | -21.4% | -23.6% | +2.2% | -18.1% |
| 6M | -7.3% | -19.8% | +12.5% | -5.5% |
| YTD | -3.8% | +33.2% | -37.0% | -12.2% |
| 1Y | +6.3% | +55.2% | -48.9% | -6.0% |
| 3Y | +34.4% | +70.1% | -35.7% | +11.3% |
| 5Y | +109.2% | +19.5% | +89.7% | +77.0% |
| 10Y | +312.9% | +1,164.9% | -852.0% | +101.4% |
| All | +12,611.2% | +9,126.4% | +3,484.9% | +3,126.2% |
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