+12.6%
PG vs LSCC
+82.7%
-70.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -2.0% |
| 7D | -3.4% | +1.4% | -4.8% | -3.4% |
| 30D | -2.6% | -10.0% | +7.4% | -2.5% |
| 3M | -3.3% | -16.1% | +12.7% | -3.3% |
| 6M | -6.7% | +27.4% | -34.1% | -7.6% |
| YTD | +1.7% | +56.9% | -55.2% | +0.4% |
| 1Y | -7.9% | +74.6% | -82.5% | -9.5% |
| 3Y | +0.9% | +26.0% | -25.0% | +0.2% |
| 5Y | +12.6% | +86.1% | -73.5% | +3.7% |
| All | +12.6% | +82.7% | -70.1% | +3.7% |
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