+223.9%
PR vs LSCC
+18.7%
+205.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -8.6% | +3.7% | -2.9% |
| 7D | -16.5% | -4.8% | -11.7% | -16.0% |
| 30D | -4.5% | -27.1% | +22.6% | +1.9% |
| 3M | +8.5% | -23.6% | +32.1% | +13.8% |
| 6M | -3.3% | -19.8% | +16.5% | -2.3% |
| YTD | +55.7% | +33.2% | +22.5% | +32.7% |
| 1Y | +82.0% | +55.2% | +26.8% | +47.4% |
| 3Y | +62.5% | +70.1% | -7.7% | +18.0% |
| 5Y | +223.9% | +19.5% | +204.4% | +176.9% |
| All | +223.9% | +18.7% | +205.2% | +176.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling