+188.2%
B vs LSCC
+1,772.4%
-1,584.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.4% |
| 7D | -1.6% | +1.3% | -2.9% | -1.7% |
| 30D | +9.4% | -9.7% | +19.1% | +10.6% |
| 3M | +5.0% | -23.7% | +28.7% | +7.6% |
| 6M | -3.5% | +26.5% | -30.0% | -6.3% |
| YTD | +4.5% | +57.5% | -53.1% | -0.6% |
| 1Y | +67.8% | +75.7% | -7.9% | +58.1% |
| 3Y | +196.7% | +19.5% | +177.2% | +180.5% |
| 5Y | +151.9% | +83.8% | +68.2% | +126.0% |
| All | +188.2% | +1,772.4% | -1,584.2% | +131.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling