+160.2%
PEG vs LSCC
+1,398.6%
-1,238.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.4% | -5.1% | +2.7% |
| 7D | +0.9% | +19.3% | -18.5% | -0.5% |
| 30D | +3.8% | -9.6% | +13.5% | +4.3% |
| 3M | +0.1% | -12.4% | +12.5% | +0.6% |
| 6M | -1.0% | -10.5% | +9.5% | -1.2% |
| YTD | -4.1% | +54.8% | -58.9% | -8.8% |
| 1Y | -6.9% | +79.4% | -86.2% | -12.5% |
| 3Y | +35.6% | +109.6% | -73.9% | +22.4% |
| 5Y | +42.8% | +40.4% | +2.4% | +29.8% |
| 10Y | +160.2% | +1,379.1% | -1,218.9% | +90.8% |
| All | +160.2% | +1,398.6% | -1,238.3% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling