+459.7%
PL vs LSCC
+85.2%
+374.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.3% | -7.6% | -6.9% |
| 7D | -11.7% | +3.0% | -14.7% | -13.1% |
| 30D | -27.1% | -19.3% | -7.9% | -20.5% |
| 3M | -44.6% | -22.3% | -22.3% | -39.0% |
| 6M | -67.2% | -14.6% | -52.6% | -64.6% |
| YTD | -35.9% | +45.8% | -81.6% | -45.0% |
| 1Y | -0.4% | +69.6% | -70.0% | -19.7% |
| All | +459.7% | +85.2% | +374.5% | +265.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling