+158.4%
PGR vs LSCC
+82.7%
+75.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.3% |
| 7D | -2.7% | +1.4% | -4.0% | -2.6% |
| 30D | +0.7% | -10.0% | +10.8% | +0.6% |
| 3M | +7.7% | -16.1% | +23.8% | +7.6% |
| 6M | +4.3% | +27.4% | -23.1% | +3.5% |
| YTD | +0.7% | +56.9% | -56.2% | -0.4% |
| 1Y | -5.7% | +74.6% | -80.2% | -7.0% |
| 3Y | +73.7% | +26.0% | +47.7% | +72.6% |
| 5Y | +158.4% | +86.1% | +72.3% | +140.4% |
| All | +158.4% | +82.7% | +75.7% | +140.4% |
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