+747.9%
PH vs LSCC
+1,244.7%
-496.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.1% | -4.3% | +0.8% |
| 7D | +2.0% | +13.0% | -11.0% | -1.8% |
| 30D | -3.7% | -19.8% | +16.2% | +1.9% |
| 3M | -14.0% | -18.4% | +4.4% | -10.0% |
| 6M | +2.1% | -16.1% | +18.2% | +3.8% |
| YTD | +5.1% | +42.7% | -37.7% | -10.4% |
| 1Y | +10.9% | +68.0% | -57.1% | -10.2% |
| 3Y | +132.9% | +85.8% | +47.1% | +70.2% |
| 5Y | +200.1% | +28.0% | +172.0% | +128.9% |
| All | +747.9% | +1,244.7% | -496.8% | +213.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling