+43.5%
F vs LSCC
+81.4%
-37.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.1% | -7.8% | -2.0% |
| 7D | +1.6% | +13.0% | -11.4% | -0.9% |
| 30D | +2.6% | -19.8% | +22.5% | +6.2% |
| 3M | -8.8% | -18.4% | +9.6% | -6.4% |
| 6M | +4.6% | -16.1% | +20.7% | +5.4% |
| YTD | -1.9% | +42.7% | -44.6% | -12.8% |
| 1Y | -0.8% | +68.0% | -68.8% | -15.1% |
| 3Y | +43.5% | +85.8% | -42.4% | +3.5% |
| All | +43.5% | +81.4% | -37.9% | +3.5% |
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