+186.7%
B vs LSCC
+1,244.7%
-1,058.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.6% | -0.3% |
| 7D | +9.6% | +13.0% | -3.4% | +7.9% |
| 30D | +3.5% | -19.8% | +23.3% | +5.8% |
| 3M | -1.6% | -18.4% | +16.8% | +0.2% |
| 6M | -1.7% | -16.1% | +14.4% | -0.5% |
| YTD | -5.3% | +42.7% | -48.1% | -9.2% |
| 1Y | +27.2% | +68.0% | -40.8% | +20.2% |
| 3Y | +166.1% | +85.8% | +80.3% | +144.0% |
| 5Y | +136.5% | +28.0% | +108.5% | +117.1% |
| All | +186.7% | +1,244.7% | -1,058.0% | +135.1% |
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