+3.0%
PG vs LSCC
+27.3%
-24.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.6% |
| 7D | -0.4% | +5.2% | -5.6% | -0.3% |
| 30D | -0.1% | -9.6% | +9.5% | -0.3% |
| 3M | +1.1% | -17.8% | +18.9% | +0.8% |
| 6M | -3.8% | +37.4% | -41.2% | -3.7% |
| YTD | +3.8% | +59.7% | -55.8% | +4.2% |
| 1Y | -5.8% | +76.2% | -82.0% | -5.3% |
| 3Y | +3.0% | +28.2% | -25.2% | +4.5% |
| All | +3.0% | +27.3% | -24.2% | +4.5% |
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 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