-6.5%
PG vs LSCC
+72.6%
-79.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.2% |
| 7D | -2.7% | +0.4% | -3.1% | -2.7% |
| 30D | -1.5% | -9.5% | +8.0% | -1.9% |
| 3M | -3.4% | -13.8% | +10.4% | -4.0% |
| 6M | -7.0% | +24.5% | -31.5% | -7.7% |
| YTD | +2.0% | +55.1% | -53.1% | +3.0% |
| 1Y | -6.5% | +72.5% | -79.0% | -3.5% |
| All | -6.5% | +72.6% | -79.1% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling