+209.1%
PH vs LSCC
+36.6%
+172.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.4% | -4.2% | +1.9% |
| 7D | +3.0% | +19.3% | -16.3% | -2.0% |
| 30D | -0.6% | -9.6% | +9.0% | +1.5% |
| 3M | -10.7% | -12.4% | +1.7% | -8.5% |
| 6M | +9.1% | -10.5% | +19.5% | +8.9% |
| YTD | +9.5% | +54.8% | -45.3% | -8.2% |
| 1Y | +14.0% | +79.4% | -65.3% | -8.7% |
| 3Y | +138.9% | +109.6% | +29.3% | +69.7% |
| 5Y | +209.1% | +40.4% | +168.8% | +125.3% |
| All | +209.1% | +36.6% | +172.6% | +125.3% |
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