+293.4%
C vs LSCC
+1,772.4%
-1,478.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.8% |
| 7D | +3.6% | +1.3% | +2.3% | +3.3% |
| 30D | +0.1% | -9.7% | +9.7% | +2.4% |
| 3M | +2.4% | -23.7% | +26.1% | +7.9% |
| 6M | +24.9% | +26.5% | -1.6% | +14.9% |
| YTD | +19.8% | +57.5% | -37.7% | +3.4% |
| 1Y | +44.9% | +75.7% | -30.8% | +20.6% |
| 3Y | +263.0% | +19.5% | +243.5% | +212.7% |
| 5Y | +129.5% | +83.8% | +45.8% | +64.9% |
| All | +293.4% | +1,772.4% | -1,478.9% | +61.1% |
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