+3,720.2%
PNC vs LSCC
+9,784.2%
-6,064.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.1% | -7.7% | -1.8% |
| 7D | -1.1% | +13.0% | -14.0% | -3.2% |
| 30D | +4.5% | -19.8% | +24.3% | +7.7% |
| 3M | -10.0% | -18.4% | +8.4% | -7.8% |
| 6M | +3.1% | -16.1% | +19.2% | +3.7% |
| YTD | +11.5% | +42.7% | -31.2% | +1.6% |
| 1Y | +27.3% | +68.0% | -40.7% | +12.6% |
| 3Y | +106.4% | +85.8% | +20.5% | +72.3% |
| 5Y | +31.1% | +28.0% | +3.1% | +12.1% |
| 10Y | +231.3% | +1,255.1% | -1,023.8% | +84.0% |
| All | +3,720.2% | +9,784.2% | -6,064.1% | +1,052.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling