+415.3%
PR vs LSCC
+82.7%
+332.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.1% |
| 7D | +2.9% | +1.3% | +1.6% | +2.5% |
| 30D | +18.0% | -9.7% | +27.7% | +20.6% |
| 3M | +16.9% | -23.7% | +40.6% | +22.7% |
| 6M | +28.2% | +26.5% | +1.7% | +15.1% |
| YTD | +69.3% | +57.5% | +11.8% | +40.9% |
| 1Y | +69.5% | +75.7% | -6.2% | +35.1% |
| 3Y | +81.7% | +19.5% | +62.2% | +51.8% |
| All | +415.3% | +82.7% | +332.5% | +273.1% |
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