+3,449.8%
PFE vs LSCC
+9,126.4%
-5,676.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.6% | +5.6% | -2.3% |
| 7D | -0.2% | -4.8% | +4.6% | 0.0% |
| 30D | +8.7% | -27.1% | +35.8% | +11.1% |
| 3M | +15.8% | -23.6% | +39.4% | +17.7% |
| 6M | +16.8% | -19.8% | +36.7% | +17.5% |
| YTD | +26.2% | +33.2% | -7.0% | +21.2% |
| 1Y | +29.9% | +55.2% | -25.3% | +23.1% |
| 3Y | +15.9% | +70.1% | -54.2% | +6.5% |
| 5Y | -20.6% | +19.5% | -40.1% | -26.7% |
| 10Y | +65.4% | +1,164.9% | -1,099.5% | +21.7% |
| All | +3,449.8% | +9,126.4% | -5,676.5% | +1,635.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling