-6.8%
PEG vs LSCC
+72.9%
-79.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.2% |
| 7D | +0.7% | +1.3% | -0.6% | +0.7% |
| 30D | -2.4% | -9.7% | +7.2% | -2.2% |
| 3M | -4.8% | -23.7% | +18.9% | -4.2% |
| 6M | -10.7% | +26.5% | -37.2% | -12.4% |
| YTD | -6.7% | +57.5% | -64.2% | -9.0% |
| 1Y | -6.8% | +75.7% | -82.5% | -8.6% |
| All | -6.8% | +72.9% | -79.7% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling