+117.2%
ALL vs LSCC
+69.3%
+47.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.6% | +7.7% | -1.3% |
| 7D | +4.2% | -4.8% | +9.0% | +4.1% |
| 30D | +18.9% | -27.1% | +46.0% | +17.6% |
| 3M | +1.2% | -23.6% | +24.8% | +0.5% |
| 6M | +23.2% | -19.8% | +43.0% | +22.1% |
| YTD | +30.0% | +33.2% | -3.2% | +28.7% |
| 1Y | +39.6% | +55.2% | -15.6% | +38.0% |
| All | +117.2% | +69.3% | +47.9% | +108.7% |
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