+165.8%
PM vs LSCC
+26.3%
+139.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.1% | -8.9% | -1.7% |
| 7D | -5.2% | +13.0% | -18.2% | -5.1% |
| 30D | +2.7% | -19.8% | +22.5% | +2.5% |
| 3M | +5.2% | -18.4% | +23.6% | +5.1% |
| 6M | +17.0% | -16.1% | +33.1% | +16.7% |
| YTD | +25.5% | +42.7% | -17.2% | +24.3% |
| 1Y | +35.5% | +68.0% | -32.5% | +33.9% |
| 3Y | +143.9% | +85.8% | +58.1% | +136.4% |
| All | +165.8% | +26.3% | +139.5% | +148.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling