+148.4%
PM vs LSCC
+69.3%
+79.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -8.6% | +4.0% | -5.1% |
| 7D | -3.4% | -4.8% | +1.5% | -3.5% |
| 30D | +5.8% | -27.1% | +32.9% | +4.1% |
| 3M | +6.7% | -23.6% | +30.3% | +5.4% |
| 6M | +19.9% | -19.8% | +39.7% | +18.9% |
| YTD | +27.8% | +33.2% | -5.4% | +29.3% |
| 1Y | +39.4% | +55.2% | -15.8% | +41.9% |
| All | +148.4% | +69.3% | +79.1% | +149.3% |
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 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