-20.7%
PFE vs LSCC
+82.7%
-103.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.4% |
| 7D | +1.8% | +1.3% | +0.4% | +1.7% |
| 30D | +10.2% | -9.7% | +19.9% | +10.9% |
| 3M | +12.7% | -23.7% | +36.4% | +14.3% |
| 6M | +10.5% | +26.5% | -15.9% | +7.1% |
| YTD | +20.2% | +57.5% | -37.4% | +14.1% |
| 1Y | +24.1% | +75.7% | -51.6% | +16.5% |
| 3Y | -3.6% | +19.5% | -23.0% | -9.7% |
| All | -20.7% | +82.7% | -103.4% | -34.5% |
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