+65.2%
PR vs LSCC
+1,244.7%
-1,179.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.1% | -5.2% | +0.1% |
| 7D | -16.4% | +13.0% | -29.4% | -19.2% |
| 30D | -1.9% | -19.8% | +17.9% | +2.8% |
| 3M | +8.0% | -18.4% | +26.4% | +11.7% |
| 6M | +4.1% | -16.1% | +20.2% | +4.4% |
| YTD | +58.7% | +42.7% | +16.0% | +33.2% |
| 1Y | +75.8% | +68.0% | +7.8% | +40.0% |
| 3Y | +73.2% | +85.8% | -12.7% | +24.6% |
| 5Y | +230.1% | +28.0% | +202.1% | +149.1% |
| All | +65.2% | +1,244.7% | -1,179.5% | -20.7% |
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