+3,716.0%
ALL vs LSCC
+2,361.6%
+1,354.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.6% |
| 7D | 0.0% | +1.3% | -1.3% | -0.1% |
| 30D | -1.5% | -9.7% | +8.2% | -0.5% |
| 3M | +23.6% | -23.7% | +47.3% | +26.1% |
| 6M | +22.3% | +26.5% | -4.1% | +16.7% |
| YTD | +26.5% | +57.5% | -31.0% | +17.0% |
| 1Y | +27.0% | +75.7% | -48.7% | +15.4% |
| 3Y | +149.6% | +19.5% | +130.1% | +128.1% |
| 5Y | +118.1% | +83.8% | +34.3% | +81.6% |
| 10Y | +369.0% | +1,772.4% | -1,403.4% | +172.4% |
| All | +3,716.0% | +2,361.6% | +1,354.4% | +1,513.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling