+14.3%
PFE vs LSCC
+81.4%
-67.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.1% | -8.8% | -2.1% |
| 7D | -3.7% | +13.0% | -16.7% | -4.4% |
| 30D | +5.0% | -19.8% | +24.8% | +6.3% |
| 3M | +12.2% | -18.4% | +30.6% | +13.3% |
| 6M | +14.6% | -16.1% | +30.7% | +14.4% |
| YTD | +24.1% | +42.7% | -18.6% | +16.9% |
| 1Y | +26.6% | +68.0% | -41.4% | +17.2% |
| 3Y | +14.3% | +85.8% | -71.5% | -0.9% |
| All | +14.3% | +81.4% | -67.1% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling