+143.2%
PM vs LSCC
+104.5%
+38.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.4% | -10.9% | -1.9% |
| 7D | -7.3% | +19.3% | -26.6% | -6.2% |
| 30D | -4.0% | -9.6% | +5.6% | -4.4% |
| 3M | +2.7% | -12.4% | +15.2% | +2.4% |
| 6M | +14.9% | -10.5% | +25.3% | +14.8% |
| YTD | +23.5% | +54.8% | -31.3% | +26.1% |
| 1Y | +30.4% | +79.4% | -49.0% | +33.9% |
| 3Y | +143.2% | +109.6% | +33.6% | +146.1% |
| All | +143.2% | +104.5% | +38.7% | +146.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling