-6.8%
PGR vs LSCC
+78.0%
-84.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.3% | +1.3% |
| 7D | -0.6% | +3.3% | -3.9% | -0.2% |
| 30D | +4.9% | -7.4% | +12.3% | +4.1% |
| 3M | +7.6% | -16.2% | +23.8% | +6.3% |
| 6M | +8.3% | +31.9% | -23.6% | +10.0% |
| YTD | +1.7% | +62.8% | -61.0% | +6.3% |
| 1Y | -6.8% | +81.4% | -88.2% | -1.1% |
| All | -6.8% | +78.0% | -84.9% | -1.1% |
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