+164.5%
PEG vs LSCC
+1,498.6%
-1,334.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.4% | -10.9% | -1.2% |
| 7D | +1.5% | +14.5% | -13.0% | +0.4% |
| 30D | +5.0% | -0.1% | +5.0% | +4.7% |
| 3M | -0.3% | -2.7% | +2.3% | -0.5% |
| 6M | -2.7% | -4.8% | +2.1% | -3.3% |
| YTD | -5.1% | +66.9% | -71.9% | -10.2% |
| 1Y | -8.3% | +85.8% | -94.1% | -14.0% |
| 3Y | +33.0% | +115.6% | -82.5% | +19.9% |
| 5Y | +41.3% | +48.8% | -7.5% | +28.0% |
| 10Y | +164.5% | +1,490.3% | -1,325.7% | +94.1% |
| All | +164.5% | +1,498.6% | -1,334.0% | +94.1% |
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