+345.0%
PSX vs LSCC
+82.7%
+262.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +43.4% |
| 6M | +56.8% | +26.5% | +30.3% | +46.9% |
| YTD | +101.8% | +57.5% | +44.3% | +80.7% |
| 1Y | +99.6% | +75.7% | +23.9% | +74.2% |
| 3Y | +140.3% | +19.5% | +120.9% | +110.9% |
| All | +345.0% | +82.7% | +262.2% | +241.5% |
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 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