+708.5%
PH vs LSCC
+1,486.2%
-777.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.4% | -9.6% | -2.2% |
| 7D | +6.9% | +14.5% | -7.6% | +2.5% |
| 30D | +1.7% | -0.1% | +1.7% | +0.8% |
| 3M | -8.1% | -2.7% | -5.5% | -8.7% |
| 6M | +11.5% | -4.8% | +16.3% | +9.2% |
| YTD | +11.4% | +66.9% | -55.5% | -9.4% |
| 1Y | +14.1% | +85.8% | -71.7% | -10.3% |
| 3Y | +138.2% | +115.6% | +22.7% | +66.5% |
| 5Y | +216.0% | +48.8% | +167.2% | +130.4% |
| All | +708.5% | +1,486.2% | -777.7% | +179.4% |
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 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