+714.7%
B vs LSCC
+9,126.4%
-8,411.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.6% | +9.1% | +0.9% |
| 7D | +4.3% | -4.8% | +9.1% | +4.5% |
| 30D | -0.9% | -27.1% | +26.2% | +0.5% |
| 3M | -1.4% | -23.6% | +22.2% | -0.2% |
| 6M | +5.0% | -19.8% | +24.9% | +5.8% |
| YTD | -5.8% | +33.2% | -39.1% | -7.3% |
| 1Y | +25.6% | +55.2% | -29.6% | +22.8% |
| 3Y | +161.6% | +70.1% | +91.5% | +152.2% |
| 5Y | +135.2% | +19.5% | +115.7% | +127.4% |
| 10Y | +170.7% | +1,164.9% | -994.2% | +139.3% |
| All | +714.7% | +9,126.4% | -8,411.7% | +620.8% |
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