+2,090.1%
PPL vs LSCC
+10,808.2%
-8,718.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.1% |
| 7D | +2.7% | +1.3% | +1.3% | +2.6% |
| 30D | +0.5% | -9.7% | +10.1% | +1.0% |
| 3M | +0.7% | -23.7% | +24.4% | +1.9% |
| 6M | -7.6% | +26.5% | -34.1% | -9.7% |
| YTD | +1.8% | +57.5% | -55.7% | -2.1% |
| 1Y | -0.8% | +75.7% | -76.4% | -5.5% |
| 3Y | +56.9% | +19.5% | +37.4% | +50.0% |
| 5Y | +39.5% | +83.8% | -44.2% | +27.2% |
| 10Y | +55.4% | +1,772.4% | -1,717.0% | +18.6% |
| All | +2,090.1% | +10,808.2% | -8,718.2% | +1,275.0% |
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