+75.9%
D vs LSCC
+69.3%
+6.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.6% | +8.4% | -0.2% |
| 7D | +6.9% | -4.8% | +11.8% | +6.9% |
| 30D | +12.3% | -27.1% | +39.4% | +12.4% |
| 3M | +3.0% | -23.6% | +26.6% | +3.1% |
| 6M | +12.8% | -19.8% | +32.6% | +12.7% |
| YTD | +22.6% | +33.2% | -10.7% | +22.2% |
| 1Y | +21.7% | +55.2% | -33.6% | +21.3% |
| All | +75.9% | +69.3% | +6.6% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling