+80.3%
PEP vs LSCC
+1,398.6%
-1,318.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.4% | -8.1% | 0.0% |
| 7D | +1.0% | +19.3% | -18.3% | +0.2% |
| 30D | +12.6% | -9.6% | +22.3% | +13.0% |
| 3M | +3.1% | -12.4% | +15.6% | +3.5% |
| 6M | -6.3% | -10.5% | +4.2% | -6.6% |
| YTD | +1.9% | +54.8% | -52.9% | -2.4% |
| 1Y | +3.3% | +79.4% | -76.1% | -2.1% |
| 3Y | -4.8% | +109.6% | -114.4% | -13.2% |
| 5Y | +2.0% | +40.4% | -38.3% | -6.3% |
| 10Y | +80.3% | +1,379.1% | -1,298.8% | +31.1% |
| All | +80.3% | +1,398.6% | -1,318.2% | +31.1% |
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