+2,348.3%
PWR vs LSCC
+1,763.3%
+584.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.2% |
| 7D | +3.6% | +1.3% | +2.3% | +3.2% |
| 30D | -8.6% | -9.7% | +1.1% | -6.0% |
| 3M | -13.2% | -23.7% | +10.5% | -7.1% |
| 6M | +9.9% | +26.5% | -16.6% | +2.4% |
| YTD | +48.0% | +57.5% | -9.5% | +29.4% |
| 1Y | +66.2% | +75.7% | -9.5% | +40.7% |
| 3Y | +195.1% | +19.5% | +175.6% | +158.8% |
| 5Y | +442.6% | +83.8% | +358.8% | +305.7% |
| All | +2,348.3% | +1,763.3% | +584.9% | +1,035.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling