+19.8%
PG vs LSCC
+97.7%
-77.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.1% |
| 7D | +4.1% | +5.0% | -1.0% | +4.2% |
| 30D | +12.3% | -11.7% | +24.0% | +12.1% |
| 3M | +15.9% | -13.3% | +29.2% | +15.8% |
| 6M | +16.8% | -12.5% | +29.3% | +16.6% |
| YTD | +21.1% | +51.2% | -30.1% | +21.5% |
| 1Y | +19.3% | +65.9% | -46.6% | +19.8% |
| All | +19.8% | +97.7% | -77.9% | +21.0% |
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