+132.2%
PSX vs LSCC
+81.4%
+50.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.1% | -7.7% | -1.5% |
| 7D | -13.1% | +13.0% | -26.1% | -14.6% |
| 30D | -9.5% | -19.8% | +10.3% | -7.1% |
| 3M | +20.2% | -18.4% | +38.6% | +22.7% |
| 6M | +44.9% | -16.1% | +61.0% | +44.7% |
| YTD | +94.4% | +42.7% | +51.7% | +71.4% |
| 1Y | +83.1% | +68.0% | +15.1% | +55.2% |
| 3Y | +132.2% | +85.8% | +46.3% | +78.8% |
| All | +132.2% | +81.4% | +50.8% | +78.8% |
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