+112.2%
C vs LSCC
+40.9%
+71.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +0.7% |
| 7D | -0.4% | +5.0% | -5.4% | -1.5% |
| 30D | -5.2% | -11.7% | +6.6% | -3.2% |
| 3M | -9.1% | -13.3% | +4.2% | -7.2% |
| 6M | -1.6% | -12.5% | +11.0% | -1.2% |
| YTD | +6.9% | +51.2% | -44.2% | -6.6% |
| 1Y | +23.0% | +65.9% | -42.9% | +5.0% |
| 3Y | +216.1% | +95.3% | +120.8% | +143.6% |
| 5Y | +112.2% | +38.6% | +73.6% | +58.3% |
| All | +112.2% | +40.9% | +71.3% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling