+32.4%
PWR vs LSCC
+57.8%
-25.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +1.3% | -12.9% | -12.2% |
| 7D | -4.4% | +3.0% | -7.3% | -5.9% |
| 30D | -15.1% | -19.3% | +4.2% | -7.8% |
| 3M | -16.2% | -22.3% | +6.0% | -8.2% |
| 6M | -23.3% | -14.6% | -8.8% | -19.6% |
| YTD | +37.6% | +45.8% | -8.2% | +15.0% |
| 1Y | +32.4% | +69.6% | -37.2% | +4.9% |
| All | +32.4% | +57.8% | -25.4% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling