+61.1%
PPL vs LSCC
+1,155.2%
-1,094.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.6% | +9.4% | +1.3% |
| 7D | +1.0% | -4.8% | +5.9% | +1.2% |
| 30D | +6.8% | -27.1% | +33.9% | +8.7% |
| 3M | +3.9% | -23.6% | +27.5% | +5.3% |
| 6M | -2.0% | -19.8% | +17.8% | -1.6% |
| YTD | +5.3% | +33.2% | -28.0% | +1.3% |
| 1Y | +2.2% | +55.2% | -53.0% | -3.0% |
| 3Y | +56.7% | +70.1% | -13.4% | +43.2% |
| 5Y | +49.1% | +19.5% | +29.5% | +36.6% |
| All | +61.1% | +1,155.2% | -1,094.0% | +10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling