+32.8%
PM vs LSCC
+72.6%
-39.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.6% | +0.7% |
| 7D | +0.5% | +7.0% | -6.4% | +1.2% |
| 30D | -3.2% | -2.3% | -0.9% | -3.1% |
| 3M | +6.2% | -12.5% | +18.7% | +5.5% |
| 6M | +7.7% | -10.6% | +18.3% | +6.9% |
| YTD | +27.3% | +52.7% | -25.4% | +28.7% |
| 1Y | +32.8% | +74.0% | -41.2% | +36.4% |
| All | +32.8% | +72.6% | -39.9% | +36.4% |
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