+4,006.0%
PG vs LSCC
+10,808.2%
-6,802.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.4% |
| 7D | +1.9% | +1.3% | +0.5% | +1.8% |
| 30D | -0.2% | -9.7% | +9.4% | +0.3% |
| 3M | +4.8% | -23.7% | +28.5% | +5.9% |
| 6M | -6.1% | +26.5% | -32.6% | -8.0% |
| YTD | +4.5% | +57.5% | -53.1% | +0.8% |
| 1Y | -5.3% | +75.7% | -81.0% | -9.4% |
| 3Y | +2.6% | +19.5% | -16.9% | -1.5% |
| 5Y | +15.6% | +83.8% | -68.2% | +6.3% |
| 10Y | +118.0% | +1,772.4% | -1,654.4% | +69.4% |
| All | +4,006.0% | +10,808.2% | -6,802.2% | +2,037.3% |
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