+80.1%
PEP vs LSCC
+1,244.7%
-1,164.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.1% | -1.3% |
| 7D | +2.9% | +13.0% | -10.0% | +2.3% |
| 30D | +14.2% | -19.8% | +34.1% | +15.2% |
| 3M | +3.2% | -18.4% | +21.6% | +3.9% |
| 6M | -7.4% | -16.1% | +8.7% | -7.5% |
| YTD | +1.5% | +42.7% | -41.3% | -2.4% |
| 1Y | +3.9% | +68.0% | -64.1% | -1.3% |
| 3Y | -5.5% | +85.8% | -91.4% | -13.1% |
| 5Y | +0.1% | +28.0% | -27.9% | -7.6% |
| All | +80.1% | +1,244.7% | -1,164.6% | +30.3% |
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