+3,821.1%
ALL vs LSCC
+1,982.1%
+1,839.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.6% | +7.7% | +0.1% |
| 7D | +4.2% | -4.8% | +9.0% | +4.6% |
| 30D | +18.9% | -27.1% | +46.0% | +22.7% |
| 3M | +1.2% | -23.6% | +24.8% | +3.5% |
| 6M | +23.2% | -19.8% | +43.0% | +23.7% |
| YTD | +30.0% | +33.2% | -3.2% | +21.6% |
| 1Y | +39.6% | +55.2% | -15.6% | +28.0% |
| 3Y | +115.2% | +70.1% | +45.1% | +86.9% |
| 5Y | +156.2% | +19.5% | +136.7% | +124.1% |
| 10Y | +398.0% | +1,164.9% | -766.9% | +202.2% |
| All | +3,821.1% | +1,982.1% | +1,839.0% | +1,577.4% |
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