-14.2%
PL vs LSCC
+55.0%
-69.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -8.6% | -1.5% | -5.9% |
| 7D | -20.5% | -4.8% | -15.7% | -18.7% |
| 30D | -38.8% | -27.1% | -11.7% | -29.0% |
| 3M | -49.1% | -23.6% | -25.5% | -42.6% |
| 6M | -69.4% | -19.8% | -49.6% | -64.4% |
| YTD | -42.3% | +33.2% | -75.6% | -43.6% |
| 1Y | -14.2% | +55.2% | -69.4% | -26.2% |
| All | -14.2% | +55.0% | -69.2% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling