+75.8%
PR vs LSCC
+68.2%
+7.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.1% | -5.2% | +2.1% |
| 7D | -16.4% | +13.0% | -29.4% | -16.0% |
| 30D | -1.9% | -19.8% | +17.9% | -2.3% |
| 3M | +8.0% | -18.4% | +26.4% | +7.8% |
| 6M | +4.1% | -16.1% | +20.2% | +4.8% |
| YTD | +58.7% | +42.7% | +16.0% | +58.1% |
| 1Y | +75.8% | +68.0% | +7.8% | +74.6% |
| All | +75.8% | +68.2% | +7.7% | +74.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling