+27.1%
PEG vs LSCC
+81.4%
-54.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.1% | -7.8% | -0.9% |
| 7D | -2.3% | +13.0% | -15.2% | -2.7% |
| 30D | +1.2% | -19.8% | +21.0% | +2.1% |
| 3M | -2.4% | -18.4% | +16.0% | -1.7% |
| 6M | -6.9% | -16.1% | +9.3% | -6.8% |
| YTD | -7.2% | +42.7% | -49.9% | -9.8% |
| 1Y | -8.9% | +68.0% | -76.9% | -12.1% |
| 3Y | +27.1% | +85.8% | -58.7% | +17.9% |
| All | +27.1% | +81.4% | -54.3% | +17.9% |
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