+83.0%
PL vs LSCC
+110.7%
-27.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -2.1% |
| 7D | -9.3% | +1.3% | -10.6% | -9.8% |
| 30D | -18.9% | -9.7% | -9.3% | -15.3% |
| 3M | -58.4% | -23.7% | -34.7% | -53.0% |
| 6M | -30.3% | +26.5% | -56.8% | -36.3% |
| YTD | -8.1% | +57.5% | -65.6% | -24.8% |
| 1Y | +180.5% | +75.7% | +104.8% | +118.5% |
| 3Y | +444.1% | +19.5% | +424.7% | +354.9% |
| 5Y | +83.0% | +83.8% | -0.7% | +17.5% |
| All | +83.0% | +110.7% | -27.7% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling