0.0%
F vs LSCC
+55.0%
-55.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.6% | +7.5% | -0.2% |
| 7D | +1.4% | -4.8% | +6.2% | +1.8% |
| 30D | +2.0% | -27.1% | +29.1% | +5.8% |
| 3M | -10.4% | -23.6% | +13.2% | -7.9% |
| 6M | +9.7% | -19.8% | +29.5% | +10.7% |
| YTD | -1.2% | +33.2% | -34.4% | -11.2% |
| 1Y | 0.0% | +55.2% | -55.2% | -14.4% |
| All | 0.0% | +55.0% | -55.0% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling