+150.2%
PSX vs LSCC
+118.1%
+32.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.4% | -7.2% | +1.8% |
| 7D | -0.4% | +14.5% | -14.8% | -2.2% |
| 30D | -8.1% | -0.1% | -8.0% | -8.4% |
| 3M | +15.9% | -2.7% | +18.6% | +15.5% |
| 6M | +49.4% | -4.8% | +54.2% | +46.9% |
| YTD | +104.7% | +66.9% | +37.8% | +76.8% |
| 1Y | +89.1% | +85.8% | +3.2% | +59.1% |
| All | +150.2% | +118.1% | +32.0% | +91.5% |
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