+46.2%
PFE vs LSCC
+1,333.6%
-1,287.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.8% | +0.6% |
| 7D | -0.7% | +5.0% | -5.7% | -1.2% |
| 30D | +5.3% | -11.7% | +17.1% | +6.1% |
| 3M | +10.1% | -13.3% | +23.4% | +10.9% |
| 6M | +18.0% | -12.5% | +30.6% | +17.8% |
| YTD | +25.8% | +51.2% | -25.4% | +18.3% |
| 1Y | +28.4% | +65.9% | -37.5% | +19.6% |
| 3Y | +20.9% | +95.3% | -74.4% | +7.7% |
| 5Y | -21.5% | +38.6% | -60.1% | -30.0% |
| 10Y | +46.2% | +1,352.3% | -1,306.1% | -5.7% |
| All | +46.2% | +1,333.6% | -1,287.4% | -5.7% |
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 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