+46.9%
PM vs LSCC
+57.8%
-10.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.7% |
| 7D | +4.3% | +3.0% | +1.3% | +4.6% |
| 30D | +11.5% | -19.3% | +30.7% | +9.6% |
| 3M | +13.0% | -22.3% | +35.3% | +11.1% |
| 6M | +25.9% | -14.6% | +40.5% | +24.3% |
| YTD | +34.0% | +45.8% | -11.8% | +33.8% |
| 1Y | +46.9% | +69.6% | -22.7% | +46.5% |
| All | +46.9% | +57.8% | -10.9% | +46.5% |
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 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