+79.3%
PR vs LSCC
+20.0%
+59.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.0% |
| 7D | +2.9% | +1.3% | +1.6% | +2.6% |
| 30D | +18.0% | -9.7% | +27.7% | +20.0% |
| 3M | +16.9% | -23.7% | +40.6% | +21.6% |
| 6M | +28.2% | +26.5% | +1.7% | +17.2% |
| YTD | +69.3% | +57.5% | +11.8% | +44.8% |
| 1Y | +69.5% | +75.7% | -6.2% | +39.4% |
| All | +79.3% | +20.0% | +59.3% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling