+338.3%
PSX vs LSCC
+1,333.6%
-995.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.5% |
| 7D | -7.8% | +5.0% | -12.8% | -8.7% |
| 30D | -9.9% | -11.7% | +1.9% | -8.4% |
| 3M | +16.9% | -13.3% | +30.2% | +18.6% |
| 6M | +48.0% | -12.5% | +60.5% | +47.1% |
| YTD | +98.3% | +51.2% | +47.2% | +72.3% |
| 1Y | +86.2% | +65.9% | +20.3% | +58.1% |
| 3Y | +144.0% | +95.3% | +48.6% | +88.8% |
| 5Y | +287.7% | +38.6% | +249.1% | +202.7% |
| 10Y | +338.3% | +1,352.3% | -1,014.0% | +85.5% |
| All | +338.3% | +1,333.6% | -995.3% | +85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling