+31.2%
ALL vs LSCC
+68.2%
-37.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.1% | -11.6% | -3.5% |
| 7D | -1.9% | +13.0% | -14.9% | -0.1% |
| 30D | +13.8% | -19.8% | +33.6% | +11.3% |
| 3M | -7.0% | -18.4% | +11.4% | -8.4% |
| 6M | +18.0% | -16.1% | +34.1% | +16.1% |
| YTD | +24.2% | +42.7% | -18.5% | +24.0% |
| 1Y | +31.2% | +68.0% | -36.8% | +30.5% |
| All | +31.2% | +68.2% | -37.0% | +30.5% |
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 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