+192.1%
PM vs LSCC
+1,772.4%
-1,580.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.0% |
| 7D | -4.9% | +1.3% | -6.2% | -4.9% |
| 30D | -3.4% | -9.7% | +6.3% | -3.0% |
| 3M | +5.2% | -23.7% | +28.9% | +6.2% |
| 6M | +3.7% | +26.5% | -22.8% | +1.2% |
| YTD | +15.8% | +57.5% | -41.8% | +11.3% |
| 1Y | +17.4% | +75.7% | -58.3% | +11.6% |
| 3Y | +116.9% | +19.5% | +97.5% | +109.1% |
| 5Y | +117.3% | +83.8% | +33.6% | +93.7% |
| All | +192.1% | +1,772.4% | -1,580.3% | +96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling