+2,856.5%
PEG vs LSCC
+10,808.2%
-7,951.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.3% |
| 7D | +0.7% | +1.3% | -0.6% | +0.6% |
| 30D | -2.4% | -9.7% | +7.2% | -1.9% |
| 3M | -4.8% | -23.7% | +18.9% | -3.6% |
| 6M | -10.7% | +26.5% | -37.2% | -12.6% |
| YTD | -6.7% | +57.5% | -64.2% | -10.2% |
| 1Y | -6.8% | +75.7% | -82.5% | -11.1% |
| 3Y | +34.5% | +19.5% | +15.0% | +28.9% |
| 5Y | +35.8% | +83.8% | -48.0% | +24.4% |
| 10Y | +141.7% | +1,772.4% | -1,630.6% | +86.5% |
| All | +2,856.5% | +10,808.2% | -7,951.7% | +1,832.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling