+253.6%
PH vs LSCC
+82.7%
+170.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.7% |
| 7D | -3.1% | +1.3% | -4.4% | -3.4% |
| 30D | -3.2% | -9.7% | +6.4% | -0.7% |
| 3M | +10.6% | -23.7% | +34.3% | +17.0% |
| 6M | -2.1% | +26.5% | -28.6% | -11.3% |
| YTD | +10.2% | +57.5% | -47.3% | -7.2% |
| 1Y | +28.2% | +75.7% | -47.5% | +3.6% |
| 3Y | +134.9% | +19.5% | +115.4% | +97.3% |
| All | +253.6% | +82.7% | +170.9% | +142.3% |
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