+73.8%
PEP vs LSCC
+1,772.4%
-1,698.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.8% |
| 7D | -1.4% | +1.3% | -2.7% | -1.5% |
| 30D | +0.2% | -9.7% | +9.9% | +0.7% |
| 3M | -1.1% | -23.7% | +22.6% | -0.1% |
| 6M | -13.5% | +26.5% | -40.0% | -15.6% |
| YTD | -1.2% | +57.5% | -58.7% | -5.1% |
| 1Y | -1.6% | +75.7% | -77.2% | -6.4% |
| 3Y | -12.5% | +19.5% | -32.0% | -15.9% |
| 5Y | +3.0% | +83.8% | -80.7% | -7.7% |
| All | +73.8% | +1,772.4% | -1,698.5% | +28.3% |
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