+229.6%
PM vs LSCC
+1,244.7%
-1,015.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.1% | -8.9% | -2.1% |
| 7D | -5.2% | +13.0% | -18.2% | -5.7% |
| 30D | +2.7% | -19.8% | +22.5% | +3.5% |
| 3M | +5.2% | -18.4% | +23.6% | +5.9% |
| 6M | +17.0% | -16.1% | +33.1% | +16.9% |
| YTD | +25.5% | +42.7% | -17.2% | +20.8% |
| 1Y | +35.5% | +68.0% | -32.5% | +29.0% |
| 3Y | +143.9% | +85.8% | +58.1% | +123.3% |
| 5Y | +161.8% | +28.0% | +133.8% | +141.7% |
| All | +229.6% | +1,244.7% | -1,015.1% | +111.3% |
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