+220.1%
C vs LSCC
+1,398.6%
-1,178.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.4% | -6.0% | +0.4% |
| 7D | -0.9% | +19.3% | -20.2% | -5.4% |
| 30D | -5.4% | -9.6% | +4.2% | -3.7% |
| 3M | -9.2% | -12.4% | +3.3% | -7.3% |
| 6M | -1.8% | -10.5% | +8.6% | -2.0% |
| YTD | +6.7% | +54.8% | -48.1% | -8.9% |
| 1Y | +23.5% | +79.4% | -55.9% | +1.3% |
| 3Y | +219.8% | +109.6% | +110.2% | +134.8% |
| 5Y | +112.4% | +40.4% | +72.1% | +62.2% |
| 10Y | +220.1% | +1,379.1% | -1,159.0% | +28.7% |
| All | +220.1% | +1,398.6% | -1,178.5% | +28.7% |
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