+1.1%
PEP vs LSCC
+18.7%
-17.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.6% | +8.8% | +0.2% |
| 7D | +6.7% | -4.8% | +11.5% | +6.7% |
| 30D | +13.5% | -27.1% | +40.6% | +13.7% |
| 3M | +3.9% | -23.6% | +27.5% | +4.1% |
| 6M | -6.0% | -19.8% | +13.8% | -6.2% |
| YTD | +2.5% | +33.2% | -30.8% | +0.6% |
| 1Y | +3.9% | +55.2% | -51.3% | +1.6% |
| 3Y | -4.7% | +70.1% | -74.8% | -8.4% |
| 5Y | +1.1% | +19.5% | -18.4% | -4.7% |
| All | +1.1% | +18.7% | -17.6% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling