+615.0%
F vs LSCC
+10,808.2%
-10,193.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.1% |
| 7D | +5.3% | +1.3% | +4.0% | +5.1% |
| 30D | +4.6% | -9.7% | +14.3% | +6.4% |
| 3M | -3.7% | -23.7% | +20.0% | +0.1% |
| 6M | +16.8% | +26.5% | -9.7% | +9.7% |
| YTD | +15.3% | +57.5% | -42.2% | +3.3% |
| 1Y | +31.0% | +75.7% | -44.7% | +14.3% |
| 3Y | +45.4% | +19.5% | +26.0% | +30.2% |
| 5Y | +54.7% | +83.8% | -29.1% | +25.6% |
| 10Y | +98.2% | +1,772.4% | -1,674.1% | +1.3% |
| All | +615.0% | +10,808.2% | -10,193.2% | +101.5% |
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 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