+50.0%
D vs LSCC
+1,486.2%
-1,436.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.4% | -10.8% | -0.9% |
| 7D | -2.4% | +14.5% | -16.9% | -3.0% |
| 30D | +9.0% | -0.1% | +9.0% | +8.8% |
| 3M | +1.0% | -2.7% | +3.6% | +0.8% |
| 6M | +11.0% | -4.8% | +15.8% | +10.6% |
| YTD | +19.8% | +66.9% | -47.1% | +15.7% |
| 1Y | +16.0% | +85.8% | -69.9% | +11.4% |
| 3Y | +74.4% | +115.6% | -41.2% | +62.7% |
| 5Y | +13.5% | +48.8% | -35.3% | +6.4% |
| All | +50.0% | +1,486.2% | -1,436.2% | +13.2% |
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