+19.3%
PGR vs LSCC
+57.8%
-38.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.7% |
| 7D | +4.1% | +3.0% | +1.1% | +4.6% |
| 30D | +10.4% | -19.3% | +29.7% | +7.9% |
| 3M | +11.4% | -22.3% | +33.7% | +8.9% |
| 6M | +17.9% | -14.6% | +32.5% | +16.1% |
| YTD | +9.8% | +45.8% | -36.0% | +11.2% |
| 1Y | +19.3% | +69.6% | -50.4% | +21.7% |
| All | +19.3% | +57.8% | -38.6% | +21.7% |
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 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