+89.7%
PEP vs LSCC
+1,348.6%
-1,258.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.3% |
| 7D | +4.6% | +5.0% | -0.4% | +4.3% |
| 30D | +14.0% | -11.7% | +25.7% | +14.5% |
| 3M | +5.4% | -13.3% | +18.7% | +5.8% |
| 6M | -5.1% | -12.5% | +7.4% | -5.4% |
| YTD | +3.1% | +51.2% | -48.1% | -1.1% |
| 1Y | +4.8% | +65.9% | -61.1% | -0.2% |
| 3Y | -4.1% | +95.3% | -99.5% | -12.0% |
| 5Y | +3.0% | +38.6% | -35.7% | -5.4% |
| All | +89.7% | +1,348.6% | -1,258.9% | +38.8% |
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