+696.1%
PH vs LSCC
+1,435.5%
-739.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.6% |
| 7D | +7.4% | +21.2% | -13.9% | +1.4% |
| 30D | +0.5% | -1.9% | +2.4% | +0.2% |
| 3M | -10.2% | -8.1% | -2.2% | -9.3% |
| 6M | +8.9% | -5.2% | +14.2% | +6.8% |
| YTD | +9.7% | +61.5% | -51.9% | -9.9% |
| 1Y | +12.8% | +81.3% | -68.5% | -10.7% |
| 3Y | +134.6% | +108.7% | +25.9% | +65.4% |
| 5Y | +204.5% | +44.1% | +160.4% | +124.1% |
| All | +696.1% | +1,435.5% | -739.4% | +177.7% |
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 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