+257.0%
PM vs LSCC
+1,348.6%
-1,091.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.7% |
| 7D | -6.6% | +5.0% | -11.7% | -6.8% |
| 30D | -3.4% | -11.7% | +8.3% | -3.1% |
| 3M | +5.3% | -13.3% | +18.6% | +5.7% |
| 6M | +15.5% | -12.5% | +28.1% | +15.2% |
| YTD | +24.3% | +51.2% | -26.9% | +19.3% |
| 1Y | +29.7% | +65.9% | -36.2% | +23.7% |
| 3Y | +144.9% | +95.3% | +49.6% | +123.9% |
| 5Y | +159.0% | +38.6% | +120.4% | +137.9% |
| All | +257.0% | +1,348.6% | -1,091.5% | +135.3% |
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