+29.4%
B vs LSCC
+57.8%
-28.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +7.1% | +8.0% |
| 7D | +1.1% | +3.0% | -1.8% | +0.2% |
| 30D | +0.3% | -19.3% | +19.6% | +5.9% |
| 3M | +5.4% | -22.3% | +27.7% | +11.9% |
| 6M | +5.5% | -14.6% | +20.1% | +6.9% |
| YTD | -6.3% | +45.8% | -52.1% | -20.6% |
| 1Y | +29.4% | +69.6% | -40.3% | +6.2% |
| All | +29.4% | +57.8% | -28.5% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling