+71.8%
PGR vs LSCC
+24.3%
+47.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.2% |
| 7D | -2.7% | +1.4% | -4.0% | -2.6% |
| 30D | +0.7% | -10.0% | +10.8% | +0.2% |
| 3M | +7.7% | -16.1% | +23.8% | +7.1% |
| 6M | +4.3% | +27.4% | -23.1% | +5.1% |
| YTD | +0.7% | +56.9% | -56.2% | +2.3% |
| 1Y | -5.7% | +74.6% | -80.2% | -3.9% |
| All | +71.8% | +24.3% | +47.4% | +64.9% |
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