+208.1%
C vs LSCC
+81.4%
+126.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.6% | -1.0% |
| 7D | -2.4% | +13.0% | -15.4% | -5.0% |
| 30D | -6.0% | -19.8% | +13.8% | -2.1% |
| 3M | -10.5% | -18.4% | +7.9% | -7.6% |
| 6M | -5.7% | -16.1% | +10.4% | -4.6% |
| YTD | +4.1% | +42.7% | -38.6% | -7.8% |
| 1Y | +20.5% | +68.0% | -47.5% | +2.6% |
| 3Y | +208.1% | +85.8% | +122.3% | +136.7% |
| All | +208.1% | +81.4% | +126.7% | +136.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling