-11.4%
F vs LSCC
+18.7%
-30.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.6% | +7.5% | +1.1% |
| 7D | +1.4% | -4.8% | +6.2% | +2.2% |
| 30D | +2.0% | -27.1% | +29.1% | +9.7% |
| 3M | -10.4% | -23.6% | +13.2% | -5.5% |
| 6M | +9.7% | -19.8% | +29.5% | +11.8% |
| YTD | -1.2% | +33.2% | -34.4% | -14.7% |
| 1Y | 0.0% | +55.2% | -55.2% | -17.8% |
| 3Y | +41.1% | +70.1% | -29.0% | +2.1% |
| 5Y | -11.4% | +19.5% | -30.9% | -39.3% |
| All | -11.4% | +18.7% | -30.1% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling