+141.2%
PSX vs LSCC
+20.0%
+121.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.1% |
| 7D | +4.5% | +1.3% | +3.2% | +4.3% |
| 30D | +26.6% | -9.7% | +36.3% | +28.3% |
| 3M | +39.3% | -23.7% | +63.0% | +43.5% |
| 6M | +56.8% | +26.5% | +30.3% | +45.9% |
| YTD | +101.8% | +57.5% | +44.3% | +78.4% |
| 1Y | +99.6% | +75.7% | +23.9% | +71.2% |
| All | +141.2% | +20.0% | +121.2% | +104.8% |
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