+41.6%
D vs LSCC
+1,244.7%
-1,203.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.1% | -8.6% | -1.8% |
| 7D | +3.0% | +13.0% | -10.0% | +2.4% |
| 30D | +11.5% | -19.8% | +31.3% | +12.4% |
| 3M | +3.7% | -18.4% | +22.1% | +4.4% |
| 6M | +13.5% | -16.1% | +29.7% | +13.7% |
| YTD | +20.7% | +42.7% | -22.0% | +17.4% |
| 1Y | +18.2% | +68.0% | -49.8% | +14.0% |
| 3Y | +73.3% | +85.8% | -12.5% | +62.7% |
| 5Y | +12.3% | +28.0% | -15.8% | +5.8% |
| All | +41.6% | +1,244.7% | -1,203.1% | +5.7% |
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