+2,408.8%
D vs LSCC
+9,126.4%
-6,717.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.6% | +8.4% | +0.3% |
| 7D | +6.9% | -4.8% | +11.8% | +7.1% |
| 30D | +12.3% | -27.1% | +39.4% | +14.0% |
| 3M | +3.0% | -23.6% | +26.6% | +4.2% |
| 6M | +12.8% | -19.8% | +32.6% | +13.3% |
| YTD | +22.6% | +33.2% | -10.7% | +19.4% |
| 1Y | +21.7% | +55.2% | -33.6% | +17.4% |
| 3Y | +83.9% | +70.1% | +13.8% | +73.4% |
| 5Y | +14.0% | +19.5% | -5.6% | +7.7% |
| 10Y | +45.6% | +1,164.9% | -1,119.3% | +17.0% |
| All | +2,408.8% | +9,126.4% | -6,717.6% | +1,567.9% |
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