+78.6%
PR vs LSCC
+85.2%
-6.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.3% | -7.8% | -6.7% |
| 7D | -12.1% | +3.0% | -15.1% | -12.8% |
| 30D | +0.9% | -19.3% | +20.2% | +4.3% |
| 3M | +10.1% | -22.3% | +32.4% | +14.1% |
| 6M | +1.1% | -14.6% | +15.7% | +1.0% |
| YTD | +63.7% | +45.8% | +17.9% | +39.5% |
| 1Y | +87.0% | +69.6% | +17.4% | +51.9% |
| All | +78.6% | +85.2% | -6.7% | +29.2% |
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