+157.4%
ALL vs LSCC
+20.0%
+137.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.3% |
| 7D | 0.0% | +1.3% | -1.3% | +0.1% |
| 30D | -1.5% | -9.7% | +8.2% | -1.8% |
| 3M | +23.6% | -23.7% | +47.3% | +23.1% |
| 6M | +22.3% | +26.5% | -4.1% | +22.2% |
| YTD | +26.5% | +57.5% | -31.0% | +26.4% |
| 1Y | +27.0% | +75.7% | -48.7% | +26.8% |
| All | +157.4% | +20.0% | +137.3% | +155.2% |
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