+803.7%
B vs LSCC
+10,808.2%
-10,004.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.3% |
| 7D | -1.6% | +1.3% | -2.9% | -1.7% |
| 30D | +9.4% | -9.7% | +19.1% | +9.9% |
| 3M | +5.0% | -23.7% | +28.7% | +6.2% |
| 6M | -3.5% | +26.5% | -30.0% | -4.8% |
| YTD | +4.5% | +57.5% | -53.1% | +2.1% |
| 1Y | +67.8% | +75.7% | -7.9% | +63.2% |
| 3Y | +196.7% | +19.5% | +177.2% | +189.4% |
| 5Y | +151.9% | +83.8% | +68.2% | +139.7% |
| 10Y | +202.2% | +1,772.4% | -1,570.2% | +163.3% |
| All | +803.7% | +10,808.2% | -10,004.5% | +694.3% |
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