+41.7%
PEG vs LSCC
+33.9%
+7.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.5% | +6.9% | +1.7% |
| 7D | +4.5% | +7.0% | -2.5% | +4.1% |
| 30D | +7.5% | -2.3% | +9.8% | +7.5% |
| 3M | +0.8% | -12.5% | +13.4% | +1.2% |
| 6M | 0.0% | -10.6% | +10.6% | -0.1% |
| YTD | -3.0% | +52.7% | -55.7% | -6.3% |
| 1Y | -4.7% | +74.0% | -78.7% | -8.7% |
| 3Y | +36.5% | +104.8% | -68.3% | +27.0% |
| All | +41.7% | +33.9% | +7.8% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling