+992.7%
C vs LSCC
+9,126.4%
-8,133.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -8.6% | +3.6% | -3.2% |
| 7D | -5.3% | -4.8% | -0.5% | -4.5% |
| 30D | -7.3% | -27.1% | +19.8% | -1.3% |
| 3M | -13.5% | -23.6% | +10.1% | -9.2% |
| 6M | -6.5% | -19.8% | +13.3% | -4.2% |
| YTD | +3.6% | +33.2% | -29.6% | -6.2% |
| 1Y | +18.9% | +55.2% | -36.3% | +3.9% |
| 3Y | +205.0% | +70.1% | +134.9% | +147.9% |
| 5Y | +109.4% | +19.5% | +89.8% | +74.8% |
| 10Y | +232.9% | +1,164.9% | -932.0% | +56.3% |
| All | +992.7% | +9,126.4% | -8,133.6% | +149.5% |
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