+232.4%
PM vs LSCC
+1,244.7%
-1,012.3%
-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 | +6.1% | -18.4% | +24.5% | +6.8% |
| 6M | +18.0% | -16.1% | +34.1% | +17.9% |
| YTD | +26.6% | +42.7% | -16.2% | +21.8% |
| 1Y | +36.7% | +68.0% | -31.3% | +30.1% |
| 3Y | +146.0% | +85.8% | +60.2% | +125.2% |
| 5Y | +164.1% | +28.0% | +136.0% | +143.8% |
| All | +232.4% | +1,244.7% | -1,012.3% | +113.2% |
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