+43.8%
D vs LSCC
+1,398.6%
-1,354.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.4% | -9.0% | -0.9% |
| 7D | +0.8% | +19.3% | -18.6% | 0.0% |
| 30D | +10.7% | -9.6% | +20.4% | +11.0% |
| 3M | +2.3% | -12.4% | +14.7% | +2.6% |
| 6M | +12.5% | -10.5% | +22.9% | +12.4% |
| YTD | +20.1% | +54.8% | -34.7% | +16.4% |
| 1Y | +15.6% | +79.4% | -63.8% | +11.1% |
| 3Y | +75.2% | +109.6% | -34.4% | +63.4% |
| 5Y | +14.6% | +40.4% | -25.8% | +7.5% |
| 10Y | +43.8% | +1,379.1% | -1,335.3% | +7.8% |
| All | +43.8% | +1,398.6% | -1,354.8% | +7.8% |
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