+107.5%
ALL vs LSCC
+81.4%
+26.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.1% | -11.6% | -4.1% |
| 7D | -1.9% | +13.0% | -14.9% | -1.3% |
| 30D | +13.8% | -19.8% | +33.6% | +13.0% |
| 3M | -7.0% | -18.4% | +11.4% | -7.4% |
| 6M | +18.0% | -16.1% | +34.1% | +17.4% |
| YTD | +24.2% | +42.7% | -18.5% | +23.4% |
| 1Y | +31.2% | +68.0% | -36.8% | +30.1% |
| 3Y | +107.5% | +85.8% | +21.7% | +100.1% |
| All | +107.5% | +81.4% | +26.2% | +100.1% |
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